+464.9%
GE vs ELAN
-27.0%
+491.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.1% | -2.3% |
| 7D | -1.2% | -4.6% | +3.3% | +0.1% |
| 30D | -11.3% | +5.7% | -17.0% | -12.7% |
| 3M | -1.4% | -3.9% | +2.5% | -0.9% |
| 6M | +1.2% | -1.6% | +2.8% | +0.4% |
| YTD | +5.9% | +4.1% | +1.9% | +3.3% |
| 1Y | +18.4% | +25.5% | -7.1% | +9.1% |
| 3Y | +271.0% | +103.2% | +167.8% | +171.1% |
| 5Y | +417.9% | -29.8% | +447.7% | +465.9% |
| All | +464.9% | -27.0% | +491.8% | +419.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling