+7.6%
GD vs ELAN
+21.2%
-13.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | 0.0% |
| 7D | +2.7% | +4.0% | -1.4% | +2.4% |
| 30D | +8.6% | +18.8% | -10.2% | +7.3% |
| 3M | -7.1% | +19.0% | -26.0% | -8.2% |
| 6M | +7.5% | +22.8% | -15.4% | +5.0% |
| YTD | +9.9% | +18.3% | -8.4% | +6.2% |
| 1Y | +7.6% | +21.8% | -14.2% | +3.5% |
| All | +7.6% | +21.2% | -13.7% | +3.5% |
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