+35.8%
GFS vs ESTC
+7.3%
+28.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +1.3% |
| 7D | +1.0% | -8.1% | +9.1% | +0.6% |
| 30D | -8.6% | +31.7% | -40.3% | -7.4% |
| 3M | -46.5% | +41.1% | -87.6% | -45.2% |
| 6M | -4.8% | +77.1% | -81.9% | -1.7% |
| YTD | +29.7% | +21.7% | +8.0% | +35.4% |
| 1Y | +35.8% | +8.4% | +27.5% | +44.0% |
| All | +35.8% | +7.3% | +28.6% | +44.0% |
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 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