+115.9%
GD vs ELAN
-17.0%
+132.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.1% |
| 7D | +2.7% | +4.0% | -1.4% | +2.0% |
| 30D | +8.6% | +18.8% | -10.2% | +5.5% |
| 3M | -7.1% | +19.0% | -26.0% | -9.8% |
| 6M | +7.5% | +22.8% | -15.4% | +3.1% |
| YTD | +9.9% | +18.3% | -8.4% | +5.4% |
| 1Y | +7.6% | +21.8% | -14.2% | +2.5% |
| 3Y | +56.2% | +153.8% | -97.6% | +23.7% |
| 5Y | +100.6% | -18.9% | +119.6% | +109.9% |
| All | +115.9% | -17.0% | +132.8% | +97.1% |
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