+7.1%
GAP vs ESTC
+28.9%
-21.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.9% | -1.4% | +2.2% |
| 7D | 0.0% | -1.2% | +1.2% | +0.4% |
| 30D | -4.3% | -8.1% | +3.8% | -2.4% |
| 3M | +9.4% | +20.2% | -10.8% | +3.0% |
| 6M | -3.3% | +72.7% | -76.0% | -18.9% |
| YTD | -10.5% | +19.6% | -30.2% | -18.2% |
| 1Y | -2.4% | +0.3% | -2.6% | -6.8% |
| 3Y | +80.1% | +22.8% | +57.3% | +53.6% |
| 5Y | +6.5% | -50.9% | +57.3% | +6.7% |
| All | +7.1% | +28.9% | -21.8% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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