+445.3%
GE vs ESTC
+25.9%
+419.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +2.7% | +2.4% | +0.2% | +2.3% |
| 30D | +8.1% | -4.2% | +12.3% | +8.5% |
| 3M | -7.9% | +2.5% | -10.3% | -8.9% |
| 6M | +12.9% | +81.5% | -68.6% | +1.9% |
| YTD | +8.2% | +16.8% | -8.7% | +3.3% |
| 1Y | +9.7% | -3.5% | +13.1% | +7.7% |
| 3Y | +266.1% | +17.7% | +248.4% | +232.1% |
| 5Y | +407.4% | -51.7% | +459.1% | +408.4% |
| All | +445.3% | +25.9% | +419.4% | +285.5% |
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