+118.2%
GD vs ELAN
-17.0%
+135.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | -1.9% | +8.9% | -10.8% | -3.3% |
| 30D | +10.9% | +16.8% | -5.8% | +8.1% |
| 3M | -6.8% | +20.1% | -26.9% | -9.7% |
| 6M | +7.0% | +13.2% | -6.1% | +4.0% |
| YTD | +11.1% | +18.3% | -7.1% | +6.5% |
| 1Y | +7.0% | +20.2% | -13.1% | +2.2% |
| 3Y | +59.9% | +150.6% | -90.6% | +27.0% |
| 5Y | +102.5% | -18.9% | +121.3% | +111.8% |
| All | +118.2% | -17.0% | +135.2% | +99.2% |
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