+188.9%
GS vs ELAN
-29.1%
+218.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +0.2% | +8.4% | -8.2% | -1.6% |
| 3M | -0.3% | +1.2% | -1.5% | -1.1% |
| 6M | +27.4% | +2.6% | +24.8% | +25.2% |
| YTD | +19.6% | +5.9% | +13.7% | +16.7% |
| 1Y | +42.5% | +25.8% | +16.6% | +33.3% |
| 3Y | +240.4% | +106.8% | +133.6% | +168.9% |
| 5Y | +188.9% | -29.3% | +218.2% | +200.4% |
| All | +188.9% | -29.1% | +218.0% | +200.4% |
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 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