-12.2%
GGLL vs ESTC
+1.6%
-13.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +6.6% |
| 7D | -23.1% | -15.9% | -7.3% | -21.6% |
| 30D | -32.9% | -5.5% | -27.4% | -32.2% |
| 3M | -44.9% | +26.2% | -71.1% | -45.2% |
| 6M | -49.5% | +77.0% | -126.5% | -49.3% |
| YTD | -28.9% | +18.9% | -47.8% | -30.5% |
| 1Y | -12.2% | +1.3% | -13.5% | -17.0% |
| All | -12.2% | +1.6% | -13.7% | -17.0% |
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