+10.2%
GEV vs ELAN
-4.8%
+15.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.1% |
| 7D | -1.9% | -6.4% | +4.5% | -0.3% |
| 30D | -8.7% | +0.6% | -9.3% | -9.0% |
| 3M | +6.6% | 0.0% | +6.7% | +5.4% |
| 6M | +10.2% | -3.4% | +13.6% | +10.6% |
| All | +10.2% | -4.8% | +15.0% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling