+194.0%
GGLL vs ESTC
+9.9%
+184.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.3% |
| 7D | +5.1% | -3.6% | +8.7% | +6.0% |
| 30D | -35.5% | -11.2% | -24.3% | -33.5% |
| 3M | -39.2% | +14.3% | -53.5% | -41.5% |
| 6M | -54.4% | +67.0% | -121.4% | -60.4% |
| YTD | -29.8% | +15.7% | -45.5% | -34.0% |
| 1Y | -20.4% | -6.3% | -14.2% | -21.1% |
| 3Y | +149.7% | +14.5% | +135.2% | +116.1% |
| All | +194.0% | +9.9% | +184.1% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling