+10.0%
GIS vs ELAN
-29.1%
+39.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.9% |
| 7D | -8.4% | -6.4% | -2.0% | -8.2% |
| 30D | -5.2% | +0.6% | -5.8% | -5.2% |
| 3M | +8.2% | 0.0% | +8.2% | +8.1% |
| 6M | -12.0% | -3.4% | -8.6% | -12.1% |
| YTD | -18.9% | +1.0% | -19.9% | -19.1% |
| 1Y | -23.6% | +24.7% | -48.3% | -24.6% |
| 3Y | -37.6% | +97.2% | -134.8% | -40.1% |
| 5Y | -25.2% | -31.5% | +6.3% | -23.6% |
| All | +10.0% | -29.1% | +39.1% | +5.5% |
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 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