+9.8%
GAP vs ESTC
-46.4%
+56.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.7% |
| 7D | -4.5% | -8.1% | +3.6% | -2.3% |
| 30D | +9.0% | +31.7% | -22.6% | +0.6% |
| 3M | +5.0% | +41.1% | -36.1% | -5.2% |
| 6M | -17.8% | +77.1% | -94.9% | -31.8% |
| YTD | -10.4% | +21.7% | -32.1% | -17.7% |
| 1Y | -3.4% | +8.4% | -11.8% | -9.4% |
| 3Y | +111.5% | +23.6% | +87.9% | +79.7% |
| All | +9.8% | -46.4% | +56.2% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling