+210.8%
GGLL vs ESTC
+11.0%
+199.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | +7.7% | +2.4% | +5.3% | +7.0% |
| 30D | -30.2% | -4.2% | -26.0% | -29.4% |
| 3M | -31.3% | +2.5% | -33.7% | -32.0% |
| 6M | -52.1% | +81.5% | -133.6% | -59.3% |
| YTD | -25.9% | +16.8% | -42.7% | -30.4% |
| 1Y | -8.5% | -3.5% | -5.0% | -10.0% |
| 3Y | +165.5% | +17.7% | +147.8% | +127.7% |
| All | +210.8% | +11.0% | +199.7% | +173.7% |
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