+148.1%
GGLL vs ESTC
+15.4%
+132.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.1% | +1.6% | -3.3% |
| 7D | -1.3% | -18.5% | +17.2% | +2.8% |
| 30D | -36.3% | -11.0% | -25.3% | -34.7% |
| 3M | -42.7% | +20.8% | -63.5% | -44.9% |
| 6M | -53.1% | +67.9% | -121.0% | -57.7% |
| YTD | -32.1% | +11.6% | -43.7% | -34.2% |
| 1Y | -20.1% | -3.3% | -16.8% | -20.6% |
| All | +148.1% | +15.4% | +132.7% | +152.1% |
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