+122.4%
GLW vs ELAN
+25.6%
+96.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.7% | +1.6% |
| 7D | +7.8% | -5.4% | +13.3% | +9.8% |
| 30D | -0.4% | +4.7% | -5.1% | -2.5% |
| 3M | -5.6% | -3.7% | -1.9% | -5.8% |
| 6M | +26.7% | -1.2% | +27.9% | +23.2% |
| YTD | +91.0% | +2.4% | +88.7% | +87.8% |
| 1Y | +122.4% | +23.4% | +99.0% | +108.7% |
| All | +122.4% | +25.6% | +96.8% | +108.7% |
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