+104.1%
GLD vs ELAN
-18.8%
+122.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -4.6% | +4.0% | -8.6% | -4.7% |
| 30D | -5.5% | +18.8% | -24.2% | -6.0% |
| 3M | -10.9% | +19.0% | -29.9% | -11.4% |
| 6M | -17.4% | +22.8% | -40.3% | -18.0% |
| YTD | -10.3% | +18.3% | -28.6% | -10.8% |
| 1Y | -7.2% | +21.8% | -28.9% | -7.7% |
| 3Y | +96.9% | +153.8% | -56.9% | +93.4% |
| All | +104.1% | -18.8% | +122.9% | +101.0% |
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 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