-19.2%
GGLL vs ESTC
-2.5%
-16.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.1% |
| 7D | +3.1% | -11.5% | +14.6% | +4.5% |
| 30D | -36.3% | -7.5% | -28.8% | -35.5% |
| 3M | -40.4% | +23.1% | -63.4% | -40.5% |
| 6M | -54.6% | +75.3% | -129.9% | -54.3% |
| YTD | -31.1% | +14.1% | -45.2% | -32.4% |
| 1Y | -19.2% | -0.6% | -18.6% | -22.5% |
| All | -19.2% | -2.5% | -16.7% | -22.5% |
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