+27.2%
GFS vs ESTC
-3.5%
+30.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.7% |
| 7D | +7.4% | +2.4% | +5.0% | +7.4% |
| 30D | -15.3% | -4.2% | -11.0% | -15.1% |
| 3M | -21.1% | +2.5% | -23.6% | -20.4% |
| 6M | -44.5% | +81.5% | -126.0% | -41.6% |
| YTD | +19.2% | +16.8% | +2.4% | +25.6% |
| 1Y | +27.2% | -3.5% | +30.7% | +33.7% |
| All | +27.2% | -3.5% | +30.8% | +33.7% |
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 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