+74.6%
GAP vs ESTC
+14.8%
+59.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.9% | +2.4% | -4.3% | -2.5% |
| 30D | -7.1% | -4.2% | -2.8% | -6.4% |
| 3M | +4.1% | +2.5% | +1.6% | +2.7% |
| 6M | +1.9% | +81.5% | -79.6% | -14.3% |
| YTD | -15.2% | +16.8% | -32.1% | -20.2% |
| 1Y | -10.6% | -3.5% | -7.2% | -11.4% |
| 3Y | +74.6% | +17.7% | +56.9% | +64.2% |
| All | +74.6% | +14.8% | +59.8% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling