+93.8%
GD vs ELAN
-29.1%
+122.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | -3.5% | +0.3% | -3.7% | -3.5% |
| 30D | -9.0% | +8.4% | -17.4% | -9.7% |
| 3M | +5.1% | +1.2% | +3.8% | +4.7% |
| 6M | -1.0% | +2.6% | -3.6% | -1.8% |
| YTD | +7.3% | +5.9% | +1.4% | +6.1% |
| 1Y | +12.4% | +25.8% | -13.4% | +9.5% |
| 3Y | +73.7% | +106.8% | -33.1% | +58.3% |
| 5Y | +93.8% | -29.3% | +123.0% | +108.1% |
| All | +93.8% | -29.1% | +122.9% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling