+3.8%
GAP vs ESTC
+24.7%
-21.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -9.3% | -2.6% | -6.7% | -8.7% |
| 30D | -5.5% | -8.6% | +3.1% | -3.5% |
| 3M | +3.5% | +14.4% | -10.9% | -1.2% |
| 6M | +0.7% | +73.3% | -72.6% | -15.7% |
| YTD | -13.4% | +15.7% | -29.1% | -20.0% |
| 1Y | -7.7% | -7.6% | -0.1% | -9.7% |
| 3Y | +74.4% | +14.6% | +59.8% | +51.7% |
| 5Y | +5.3% | -50.0% | +55.4% | +5.1% |
| All | +3.8% | +24.7% | -21.0% | -34.6% |
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