+195.8%
GGLL vs ESTC
+13.7%
+182.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.4% | +1.2% |
| 7D | +6.3% | -1.2% | +7.5% | +6.7% |
| 30D | -35.1% | -8.1% | -27.0% | -33.6% |
| 3M | -37.7% | +20.2% | -57.8% | -40.9% |
| 6M | -54.1% | +72.7% | -126.8% | -60.5% |
| YTD | -29.4% | +19.6% | -49.1% | -34.1% |
| 1Y | -13.4% | +0.3% | -13.7% | -15.6% |
| 3Y | +158.3% | +22.8% | +135.5% | +118.5% |
| All | +195.8% | +13.7% | +182.1% | +158.9% |
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