-12.3%
GFS vs ESTC
-46.6%
+34.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.9% | 0.0% | +3.7% |
| 7D | -3.1% | -1.2% | -2.0% | -2.7% |
| 30D | -16.0% | -8.1% | -7.9% | -14.2% |
| 3M | -24.7% | +20.2% | -44.9% | -29.1% |
| 6M | -45.1% | +72.7% | -117.9% | -53.7% |
| YTD | +16.5% | +19.6% | -3.2% | +7.0% |
| 1Y | +19.3% | +0.3% | +19.1% | +14.8% |
| 3Y | -20.0% | +22.8% | -42.8% | -34.6% |
| 5Y | -32.0% | -50.9% | +18.8% | -35.6% |
| All | -12.3% | -46.6% | +34.2% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling