-17.7%
GGLL vs ESTC
-5.7%
-12.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +2.9% | -2.6% | +5.5% | +3.2% |
| 30D | -33.1% | -8.6% | -24.5% | -32.2% |
| 3M | -31.2% | +14.4% | -45.5% | -31.2% |
| 6M | -49.4% | +73.3% | -122.7% | -49.0% |
| YTD | -26.8% | +15.7% | -42.6% | -28.6% |
| 1Y | -17.7% | -7.6% | -10.1% | -23.5% |
| All | -17.7% | -5.7% | -12.0% | -23.5% |
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