+108.4%
GD vs ELAN
-27.0%
+135.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | -3.1% | -4.6% | +1.4% | -2.4% |
| 30D | -10.9% | +5.7% | -16.6% | -11.8% |
| 3M | +2.5% | -3.9% | +6.3% | +2.7% |
| 6M | -1.7% | -1.6% | -0.1% | -2.6% |
| YTD | +6.1% | +4.1% | +2.1% | +4.1% |
| 1Y | +11.7% | +25.5% | -13.8% | +5.8% |
| 3Y | +71.8% | +103.2% | -31.4% | +41.4% |
| 5Y | +92.2% | -29.8% | +122.0% | +106.4% |
| All | +108.4% | -27.0% | +135.4% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling