+411.8%
GE vs ESTC
-52.1%
+463.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +2.7% | +2.4% | +0.2% | +2.4% |
| 30D | +8.1% | -4.2% | +12.3% | +8.4% |
| 3M | -7.9% | +2.5% | -10.3% | -8.7% |
| 6M | +12.9% | +81.5% | -68.6% | +3.6% |
| YTD | +8.2% | +16.8% | -8.7% | +4.3% |
| 1Y | +9.7% | -3.5% | +13.1% | +8.5% |
| 3Y | +266.1% | +17.7% | +248.4% | +238.4% |
| All | +411.8% | -52.1% | +463.8% | +362.0% |
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 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