+632.4%
GEV vs ELAN
+44.9%
+587.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.3% | +3.3% |
| 7D | +1.6% | -5.4% | +7.1% | +2.8% |
| 30D | -7.9% | +4.7% | -12.6% | -8.9% |
| 3M | +5.6% | -3.7% | +9.3% | +6.0% |
| 6M | +13.1% | -1.2% | +14.3% | +12.4% |
| YTD | +46.7% | +2.4% | +44.4% | +45.1% |
| 1Y | +51.3% | +23.4% | +27.9% | +44.6% |
| All | +632.4% | +44.9% | +587.5% | +593.0% |
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