-19.9%
GGLL vs ESTC
+0.3%
-20.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.4% | +1.9% |
| 7D | +6.3% | -1.2% | +7.5% | +6.5% |
| 30D | -35.1% | -8.1% | -27.0% | -34.3% |
| 3M | -37.7% | +20.2% | -57.8% | -38.0% |
| 6M | -54.1% | +72.7% | -126.8% | -54.0% |
| YTD | -29.4% | +19.6% | -49.1% | -31.3% |
| All | -19.9% | +0.3% | -20.2% | -26.4% |
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