+7.2%
GEHC vs ELAN
+84.6%
-77.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.8% |
| 7D | -7.2% | -5.4% | -1.7% | -6.0% |
| 30D | -11.6% | +4.7% | -16.3% | -12.5% |
| 3M | -0.8% | -3.7% | +2.8% | -0.4% |
| 6M | -11.9% | -1.2% | -10.7% | -12.6% |
| YTD | -21.9% | +2.4% | -24.3% | -23.2% |
| 1Y | -17.8% | +23.4% | -41.2% | -22.6% |
| 3Y | -3.5% | +96.7% | -100.2% | -20.9% |
| All | +7.2% | +84.6% | -77.4% | -15.3% |
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 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