-25.7%
GIS vs ELAN
-30.9%
+5.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -6.4% | -5.4% | -0.9% | -6.3% |
| 30D | -6.1% | +4.7% | -10.8% | -6.2% |
| 3M | +7.8% | -3.7% | +11.5% | +7.9% |
| 6M | -8.8% | -1.2% | -7.6% | -8.9% |
| YTD | -19.1% | +2.4% | -21.5% | -19.3% |
| 1Y | -24.8% | +23.4% | -48.1% | -25.2% |
| 3Y | -37.6% | +96.7% | -134.2% | -38.4% |
| All | -25.7% | -30.9% | +5.2% | -24.5% |
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 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