+415.1%
GS vs ELAN
-29.1%
+444.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.1% |
| 7D | -1.7% | -6.4% | +4.6% | +0.1% |
| 30D | -0.9% | +0.6% | -1.5% | -1.3% |
| 3M | +2.3% | 0.0% | +2.4% | +1.7% |
| 6M | +23.4% | -3.4% | +26.9% | +22.6% |
| YTD | +17.7% | +1.0% | +16.7% | +15.2% |
| 1Y | +35.1% | +24.7% | +10.4% | +23.7% |
| 3Y | +234.9% | +97.2% | +137.7% | +146.8% |
| 5Y | +185.3% | -31.5% | +216.8% | +202.8% |
| All | +415.1% | -29.1% | +444.2% | +360.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling