-16.4%
GFS vs ESTC
-49.1%
+32.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.7% |
| 7D | -7.8% | -11.5% | +3.7% | -4.9% |
| 30D | -19.7% | -7.5% | -12.1% | -18.1% |
| 3M | -23.1% | +23.1% | -46.2% | -28.1% |
| 6M | -46.4% | +75.3% | -121.7% | -55.0% |
| YTD | +11.0% | +14.1% | -3.1% | +3.2% |
| 1Y | +12.6% | -0.6% | +13.2% | +8.3% |
| 3Y | -24.9% | +20.8% | -45.8% | -38.6% |
| 5Y | -39.1% | -48.8% | +9.7% | -42.2% |
| All | -16.4% | -49.1% | +32.6% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling