+7.1%
GAP vs ESTC
+26.3%
-19.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.8% |
| 7D | +1.7% | -4.3% | +6.0% | +2.8% |
| 30D | +9.3% | +17.7% | -8.4% | +4.0% |
| 3M | +6.1% | +42.3% | -36.2% | -4.5% |
| 6M | -2.3% | +64.6% | -66.8% | -17.3% |
| YTD | -10.6% | +17.2% | -27.8% | -17.4% |
| 1Y | -4.4% | -4.2% | -0.2% | -7.4% |
| 3Y | +118.3% | +13.5% | +104.8% | +90.3% |
| 5Y | +12.2% | -45.5% | +57.7% | +9.5% |
| All | +7.1% | +26.3% | -19.2% | -32.4% |
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