+156.3%
GS vs ELAN
-18.4%
+174.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.3% | +0.4% | +3.7% |
| 7D | +0.8% | +11.4% | -10.5% | -1.5% |
| 30D | +1.2% | +17.1% | -15.9% | -2.3% |
| 3M | -12.4% | +21.3% | -33.7% | -16.2% |
| 6M | -2.3% | +13.5% | -15.8% | -5.8% |
| YTD | +4.6% | +18.6% | -14.0% | -0.6% |
| 1Y | +17.5% | +24.9% | -7.4% | +10.2% |
| 3Y | +202.0% | +161.6% | +40.4% | +125.6% |
| All | +156.3% | -18.4% | +174.7% | +168.2% |
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