-29.3%
GFS vs ESTC
+15.4%
-44.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -6.1% | -3.8% | -9.0% |
| 7D | -20.7% | -18.5% | -2.2% | -18.2% |
| 30D | -25.2% | -11.0% | -14.2% | -23.9% |
| 3M | -26.3% | +20.8% | -47.1% | -28.8% |
| 6M | -50.7% | +67.9% | -118.6% | -55.2% |
| YTD | +4.5% | +11.6% | -7.1% | +1.8% |
| 1Y | +2.5% | -3.3% | +5.7% | +2.4% |
| All | -29.3% | +15.4% | -44.8% | -31.6% |
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