+256.0%
GLD vs ELAN
-24.0%
+280.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.8% |
| 7D | -0.5% | +1.6% | -2.1% | -0.6% |
| 30D | +4.4% | -6.6% | +11.0% | +4.5% |
| 3M | -1.1% | -0.8% | -0.2% | -1.1% |
| 6M | -13.8% | +0.2% | -14.0% | -13.9% |
| YTD | +2.6% | +8.3% | -5.6% | +2.4% |
| 1Y | +24.5% | +40.2% | -15.7% | +24.0% |
| 3Y | +125.8% | +97.7% | +28.1% | +123.5% |
| 5Y | +137.8% | -28.3% | +166.1% | +137.6% |
| All | +256.0% | -24.0% | +280.0% | +244.8% |
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