-14.4%
GEHC vs ESTC
+0.7%
-15.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -2.8% |
| 7D | -5.2% | -4.3% | -0.9% | -4.9% |
| 30D | -7.0% | +17.7% | -24.7% | -8.0% |
| 3M | +3.3% | +42.3% | -39.0% | +0.9% |
| 6M | -10.0% | +64.6% | -74.6% | -12.6% |
| YTD | -18.5% | +17.2% | -35.7% | -20.5% |
| 1Y | -14.4% | -4.2% | -10.2% | -17.6% |
| All | -14.4% | +0.7% | -15.1% | -17.6% |
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