+2,146.3%
GFI vs ESTC
+19.1%
+2,127.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.9% | -9.2% | +4.3% | -4.3% |
| 30D | +10.7% | +8.1% | +2.7% | +10.0% |
| 3M | +25.6% | +38.5% | -12.8% | +22.9% |
| 6M | -8.3% | +57.8% | -66.0% | -11.1% |
| YTD | +6.3% | +10.5% | -4.2% | +5.1% |
| 1Y | +22.1% | -6.4% | +28.4% | +21.8% |
| 3Y | +289.2% | +4.7% | +284.5% | +275.3% |
| 5Y | +531.7% | -47.8% | +579.4% | +504.7% |
| All | +2,146.3% | +19.1% | +2,127.2% | +2,031.1% |
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