+59.8%
GD vs ELAN
+146.0%
-86.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -2.0% | +2.0% |
| 7D | -3.0% | +11.4% | -14.4% | -3.8% |
| 30D | +9.3% | +17.1% | -7.8% | +8.1% |
| 3M | -7.2% | +21.3% | -28.5% | -8.5% |
| 6M | +5.5% | +13.5% | -8.0% | +4.1% |
| YTD | +9.5% | +18.6% | -9.1% | +7.5% |
| 1Y | +6.4% | +24.9% | -18.5% | +4.1% |
| 3Y | +59.8% | +161.6% | -101.8% | +45.1% |
| All | +59.8% | +146.0% | -86.2% | +45.1% |
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 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