+294.2%
GFI vs ESTC
+7.0%
+287.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -2.8% |
| 7D | -5.1% | -13.2% | +8.0% | -4.9% |
| 30D | +13.4% | +9.3% | +4.1% | +13.3% |
| 3M | +36.2% | +37.3% | -1.1% | +35.3% |
| 6M | -9.8% | +61.0% | -70.8% | -10.6% |
| YTD | +7.7% | +10.7% | -3.0% | +7.7% |
| 1Y | +27.2% | -7.2% | +34.4% | +27.8% |
| All | +294.2% | +7.0% | +287.2% | +280.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling