+328.7%
GGLL vs ESTC
+15.6%
+313.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.2% |
| 7D | -4.8% | -8.1% | +3.3% | -2.8% |
| 30D | -13.7% | +31.7% | -45.4% | -20.1% |
| 3M | -21.9% | +41.1% | -62.9% | -28.8% |
| 6M | +11.7% | +77.1% | -65.4% | -4.9% |
| YTD | +2.3% | +21.7% | -19.4% | -4.9% |
| 1Y | +76.2% | +8.4% | +67.8% | +66.9% |
| 3Y | +245.0% | +23.6% | +221.4% | +191.4% |
| All | +328.7% | +15.6% | +313.0% | +273.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling