+376.1%
GLW vs ELAN
-31.8%
+407.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.2% | -2.5% |
| 7D | +11.7% | -6.4% | +18.1% | +13.3% |
| 30D | +2.7% | +0.6% | +2.1% | +2.3% |
| 3M | -2.8% | 0.0% | -2.8% | -3.4% |
| 6M | +20.2% | -3.4% | +23.6% | +19.8% |
| YTD | +87.3% | +1.0% | +86.3% | +85.4% |
| 1Y | +119.6% | +24.7% | +94.9% | +108.2% |
| 3Y | +453.7% | +97.2% | +356.4% | +350.6% |
| 5Y | +376.1% | -31.5% | +407.6% | +446.5% |
| All | +376.1% | -31.8% | +407.9% | +446.5% |
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