+137.7%
GLD vs ELAN
-30.9%
+168.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.6% |
| 7D | -2.0% | -5.4% | +3.5% | -1.8% |
| 30D | -1.5% | +4.7% | -6.2% | -1.6% |
| 3M | +3.2% | -3.7% | +6.9% | +3.3% |
| 6M | -16.3% | -1.2% | -15.1% | -16.3% |
| YTD | +0.6% | +2.4% | -1.8% | +0.5% |
| 1Y | +19.1% | +23.4% | -4.3% | +18.8% |
| 3Y | +123.5% | +96.7% | +26.8% | +121.1% |
| All | +137.7% | -30.9% | +168.6% | +138.0% |
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