+102.5%
GD vs ESTC
-52.1%
+154.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.6% |
| 7D | -1.9% | -3.6% | +1.7% | -1.7% |
| 30D | +10.9% | -11.2% | +22.1% | +11.4% |
| 3M | -6.8% | +14.3% | -21.1% | -7.6% |
| 6M | +7.0% | +67.0% | -60.0% | +3.8% |
| YTD | +11.1% | +15.7% | -4.5% | +9.5% |
| 1Y | +7.0% | -6.3% | +13.3% | +6.4% |
| 3Y | +59.9% | +14.5% | +45.4% | +54.8% |
| 5Y | +102.5% | -49.9% | +152.3% | +86.3% |
| All | +102.5% | -52.1% | +154.5% | +86.3% |
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