+17.7%
GFS vs ESTC
+1.6%
+16.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.1% | -6.0% |
| 7D | -12.5% | -15.9% | +3.3% | -13.0% |
| 30D | -16.9% | -5.5% | -11.4% | -16.9% |
| 3M | -22.3% | +26.2% | -48.5% | -20.7% |
| 6M | -40.2% | +77.0% | -117.2% | -37.3% |
| YTD | +16.0% | +18.9% | -2.9% | +22.0% |
| 1Y | +17.7% | +1.3% | +16.4% | +22.2% |
| All | +17.7% | +1.6% | +16.1% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling