+188.6%
GGLL vs ESTC
+8.4%
+180.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.8% |
| 7D | +3.1% | -11.5% | +14.6% | +6.3% |
| 30D | -36.3% | -7.5% | -28.8% | -35.0% |
| 3M | -40.4% | +23.1% | -63.4% | -43.8% |
| 6M | -54.6% | +75.3% | -129.9% | -61.1% |
| YTD | -31.1% | +14.1% | -45.2% | -35.0% |
| 1Y | -19.2% | -0.6% | -18.6% | -21.3% |
| 3Y | +151.5% | +20.8% | +130.7% | +112.5% |
| All | +188.6% | +8.4% | +180.2% | +155.7% |
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