+241.1%
GS vs ELAN
+110.3%
+130.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +0.9% | +1.6% | -0.7% | +0.6% |
| 30D | -1.6% | -6.6% | +5.0% | -0.5% |
| 3M | -4.5% | -0.8% | -3.6% | -4.7% |
| 6M | +20.9% | +0.2% | +20.6% | +19.6% |
| YTD | +19.9% | +8.3% | +11.6% | +16.8% |
| 1Y | +41.4% | +40.2% | +1.2% | +30.8% |
| All | +241.1% | +110.3% | +130.8% | +183.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling