+107.1%
GD vs ESTC
+20.3%
+86.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.1% | +3.8% | -1.9% |
| 7D | -3.9% | -18.5% | +14.6% | -2.5% |
| 30D | +8.1% | -11.0% | +19.1% | +8.8% |
| 3M | -6.8% | +20.8% | -27.5% | -8.4% |
| 6M | +3.0% | +67.9% | -64.9% | -1.6% |
| YTD | +7.8% | +11.6% | -3.8% | +5.7% |
| 1Y | +5.8% | -3.3% | +9.1% | +4.8% |
| 3Y | +55.3% | +16.4% | +38.9% | +47.4% |
| 5Y | +96.7% | -49.9% | +146.5% | +96.4% |
| All | +107.1% | +20.3% | +86.9% | +58.7% |
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