+151.5%
GGLL vs ESTC
+18.0%
+133.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.9% |
| 7D | +3.1% | -11.5% | +14.6% | +5.6% |
| 30D | -36.3% | -7.5% | -28.8% | -35.2% |
| 3M | -40.4% | +23.1% | -63.4% | -42.9% |
| 6M | -54.6% | +75.3% | -129.9% | -59.4% |
| YTD | -31.1% | +14.1% | -45.2% | -33.6% |
| 1Y | -19.2% | -0.6% | -18.6% | -20.2% |
| 3Y | +151.5% | +20.8% | +130.7% | +154.5% |
| All | +151.5% | +18.0% | +133.5% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling