-24.9%
GFS vs ESTC
+18.0%
-42.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.9% |
| 7D | -7.8% | -11.5% | +3.7% | -6.1% |
| 30D | -19.7% | -7.5% | -12.1% | -18.7% |
| 3M | -23.1% | +23.1% | -46.2% | -25.9% |
| 6M | -46.4% | +75.3% | -121.7% | -51.6% |
| YTD | +11.0% | +14.1% | -3.1% | +7.8% |
| 1Y | +12.6% | -0.6% | +13.2% | +12.1% |
| 3Y | -24.9% | +20.8% | -45.8% | -27.6% |
| All | -24.9% | +18.0% | -42.9% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling