-2.4%
GFS vs ESTC
-45.7%
+43.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.6% |
| 7D | +1.0% | -8.1% | +9.1% | +3.0% |
| 30D | -8.6% | +31.7% | -40.3% | -15.8% |
| 3M | -46.5% | +41.1% | -87.6% | -51.9% |
| 6M | -4.8% | +77.1% | -81.9% | -20.7% |
| YTD | +29.7% | +21.7% | +8.0% | +18.8% |
| 1Y | +35.8% | +8.4% | +27.5% | +27.3% |
| 3Y | -18.3% | +23.6% | -42.0% | -33.5% |
| All | -2.4% | -45.7% | +43.2% | -8.6% |
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