+12.6%
GFS vs ESTC
-2.5%
+15.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +6.2% |
| 7D | -7.8% | -11.5% | +3.7% | -8.1% |
| 30D | -19.7% | -7.5% | -12.1% | -19.6% |
| 3M | -23.1% | +23.1% | -46.2% | -21.6% |
| 6M | -46.4% | +75.3% | -121.7% | -43.8% |
| YTD | +11.0% | +14.1% | -3.1% | +16.8% |
| 1Y | +12.6% | -0.6% | +13.2% | +17.8% |
| All | +12.6% | -2.5% | +15.1% | +17.8% |
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