+7.1%
GAP vs ESTC
-48.9%
+56.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.4% | -4.8% |
| 7D | -3.8% | -11.5% | +7.7% | -0.5% |
| 30D | -9.0% | -7.5% | -1.5% | -7.4% |
| 3M | +5.5% | +23.1% | -17.6% | -1.5% |
| 6M | -11.1% | +75.3% | -86.4% | -26.0% |
| YTD | -13.6% | +14.1% | -27.7% | -19.7% |
| 1Y | -2.9% | -0.6% | -2.3% | -6.8% |
| 3Y | +69.6% | +20.8% | +48.8% | +44.4% |
| All | +7.1% | -48.9% | +56.1% | -10.4% |
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 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