+217.5%
GGLL vs ESTC
+12.2%
+205.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.0% |
| 7D | +11.5% | +5.8% | +5.8% | +9.9% |
| 30D | -31.2% | -5.6% | -25.7% | -30.2% |
| 3M | -28.7% | +15.4% | -44.1% | -31.6% |
| 6M | -47.2% | +77.8% | -125.0% | -54.9% |
| YTD | -24.3% | +18.1% | -42.3% | -29.1% |
| 1Y | -12.0% | -3.7% | -8.3% | -13.3% |
| 3Y | +169.6% | +16.9% | +152.8% | +132.2% |
| All | +217.5% | +12.2% | +205.3% | +178.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling