+431.2%
GE vs ESTC
+23.0%
+408.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.4% |
| 7D | +7.1% | -11.5% | +18.6% | +8.9% |
| 30D | +6.5% | -7.5% | +14.0% | +7.4% |
| 3M | -13.6% | +23.1% | -36.6% | -16.9% |
| 6M | +6.0% | +75.3% | -69.3% | -3.9% |
| YTD | +5.4% | +14.1% | -8.7% | +1.0% |
| 1Y | +6.5% | -0.6% | +7.0% | +4.0% |
| 3Y | +268.6% | +20.8% | +247.8% | +232.5% |
| 5Y | +389.0% | -48.8% | +437.8% | +383.7% |
| All | +431.2% | +23.0% | +408.3% | +276.9% |
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