-6.9%
GEHC vs ESTC
+7.3%
-14.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.9% |
| 7D | -4.0% | -8.1% | +4.1% | -3.5% |
| 30D | -2.0% | +31.7% | -33.6% | -4.0% |
| 3M | +8.0% | +41.1% | -33.1% | +5.0% |
| 6M | -12.8% | +77.1% | -89.8% | -15.9% |
| YTD | -15.9% | +21.7% | -37.6% | -18.0% |
| 1Y | -6.9% | +8.4% | -15.3% | -9.6% |
| All | -6.9% | +7.3% | -14.2% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling