+202.7%
GEN vs ESTC
+26.3%
+176.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.1% |
| 7D | -0.7% | -4.3% | +3.6% | 0.0% |
| 30D | +2.6% | +17.7% | -15.1% | -0.5% |
| 3M | +15.8% | +42.3% | -26.5% | +8.7% |
| 6M | +33.1% | +64.6% | -31.4% | +21.9% |
| YTD | +11.3% | +17.2% | -5.9% | +6.9% |
| 1Y | +1.7% | -4.2% | +5.9% | +0.1% |
| 3Y | +58.1% | +13.5% | +44.6% | +45.3% |
| 5Y | +20.6% | -45.5% | +66.2% | +18.8% |
| All | +202.7% | +26.3% | +176.4% | +127.5% |
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