+24.5%
GLD vs ELAN
+41.2%
-16.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | +1.6% | -2.1% | -0.7% |
| 30D | +4.4% | -6.6% | +11.0% | +5.2% |
| 3M | -1.1% | -0.8% | -0.2% | -1.2% |
| 6M | -13.8% | +0.2% | -14.0% | -14.4% |
| YTD | +2.6% | +8.3% | -5.6% | +1.4% |
| 1Y | +24.5% | +40.2% | -15.7% | +21.2% |
| All | +24.5% | +41.2% | -16.7% | +21.2% |
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