+502.4%
GFI vs ESTC
-47.6%
+550.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.9% | -9.2% | +4.3% | -4.2% |
| 30D | +10.7% | +8.1% | +2.7% | +9.8% |
| 3M | +25.6% | +38.5% | -12.8% | +22.1% |
| 6M | -8.3% | +57.8% | -66.0% | -12.0% |
| YTD | +6.3% | +10.5% | -4.2% | +4.8% |
| 1Y | +22.1% | -6.4% | +28.4% | +21.8% |
| 3Y | +289.2% | +4.7% | +284.5% | +267.4% |
| All | +502.4% | -47.6% | +550.0% | +464.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling