+359.7%
GS vs ELAN
-17.0%
+376.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.6% | +8.9% | -7.3% | -0.9% |
| 30D | +1.7% | +16.8% | -15.1% | -2.8% |
| 3M | -11.6% | +20.1% | -31.7% | -16.3% |
| 6M | -1.9% | +13.2% | -15.1% | -6.4% |
| YTD | +5.1% | +18.3% | -13.2% | -1.8% |
| 1Y | +16.4% | +20.2% | -3.7% | +8.0% |
| 3Y | +199.0% | +150.6% | +48.4% | +106.2% |
| 5Y | +157.4% | -18.9% | +176.3% | +160.3% |
| All | +359.7% | -17.0% | +376.8% | +292.6% |
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