+2,250.4%
GFI vs ESTC
+26.3%
+2,224.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.2% | -0.2% |
| 7D | +5.7% | -4.3% | +10.0% | +5.9% |
| 30D | +15.6% | +17.7% | -2.1% | +14.3% |
| 3M | +31.5% | +42.3% | -10.8% | +28.5% |
| 6M | -3.7% | +64.6% | -68.3% | -6.9% |
| YTD | +11.2% | +17.2% | -6.0% | +9.6% |
| 1Y | +36.4% | -4.2% | +40.6% | +35.9% |
| 3Y | +313.5% | +13.5% | +300.0% | +296.8% |
| 5Y | +528.0% | -45.5% | +573.5% | +499.4% |
| All | +2,250.4% | +26.3% | +2,224.1% | +2,122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling