+7.3%
GAP vs ESTC
+31.2%
-23.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 6M | -17.8% | +77.1% | -94.9% | -31.9% |
| YTD | -10.4% | +21.7% | -32.1% | -18.0% |
| 1Y | -3.4% | +8.4% | -11.8% | -9.8% |
| 3Y | +111.5% | +23.6% | +87.9% | +79.8% |
| 5Y | +8.8% | -46.5% | +55.3% | +6.7% |
| All | +7.3% | +31.2% | -23.8% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling