+73.1%
GD vs ELAN
+102.3%
-29.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | -3.1% | -4.6% | +1.4% | -2.9% |
| 30D | -10.9% | +5.7% | -16.6% | -11.3% |
| 3M | +2.5% | -3.9% | +6.3% | +2.5% |
| 6M | -1.7% | -1.6% | -0.1% | -2.0% |
| YTD | +6.1% | +4.1% | +2.1% | +5.4% |
| 1Y | +11.7% | +25.5% | -13.8% | +9.7% |
| All | +73.1% | +102.3% | -29.3% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling