+51.3%
GEV vs ELAN
+25.6%
+25.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.3% | +3.2% |
| 7D | +1.6% | -5.4% | +7.1% | +3.3% |
| 30D | -7.9% | +4.7% | -12.6% | -9.4% |
| 3M | +5.6% | -3.7% | +9.3% | +5.9% |
| 6M | +13.1% | -1.2% | +14.3% | +12.0% |
| YTD | +46.7% | +2.4% | +44.4% | +44.0% |
| 1Y | +51.3% | +23.4% | +27.9% | +45.2% |
| All | +51.3% | +25.6% | +25.7% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling