+105.8%
GD vs ESTC
+23.0%
+82.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -0.8% |
| 7D | -5.0% | -11.5% | +6.5% | -4.2% |
| 30D | +8.9% | -7.5% | +16.5% | +9.4% |
| 3M | -8.0% | +23.1% | -31.1% | -9.8% |
| 6M | +2.9% | +75.3% | -72.4% | -2.0% |
| YTD | +7.1% | +14.1% | -7.0% | +4.9% |
| 1Y | +5.9% | -0.6% | +6.5% | +4.7% |
| 3Y | +53.9% | +20.8% | +33.0% | +45.6% |
| 5Y | +95.4% | -48.8% | +144.2% | +94.8% |
| All | +105.8% | +23.0% | +82.8% | +57.4% |
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