+13.4%
GD vs ELAN
+41.2%
-27.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -5.3% | +1.6% | -6.9% | -5.4% |
| 30D | -6.4% | -6.6% | +0.1% | -5.9% |
| 3M | +5.7% | -0.8% | +6.6% | +5.4% |
| 6M | -0.9% | +0.2% | -1.2% | -1.5% |
| YTD | +8.2% | +8.3% | -0.1% | +5.6% |
| 1Y | +13.4% | +40.2% | -26.8% | +5.9% |
| All | +13.4% | +41.2% | -27.8% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ELAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling