+202.6%
GEN vs ESTC
+28.9%
+173.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.8% | -0.8% |
| 7D | -0.3% | -1.2% | +0.9% | -0.2% |
| 30D | +28.2% | -8.1% | +36.3% | +29.5% |
| 3M | +2.6% | +20.2% | -17.6% | -1.3% |
| 6M | +32.7% | +72.7% | -40.1% | +20.1% |
| YTD | +11.3% | +19.6% | -8.4% | +6.0% |
| 1Y | +17.9% | +0.3% | +17.7% | +14.9% |
| 3Y | +66.3% | +22.8% | +43.5% | +50.5% |
| 5Y | +31.7% | -50.9% | +82.6% | +31.9% |
| All | +202.6% | +28.9% | +173.7% | +125.7% |
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