+444.6%
GH vs ESTC
+19.3%
+425.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -0.7% |
| 7D | -1.2% | -13.2% | +11.9% | +4.9% |
| 30D | -3.7% | +9.3% | -13.0% | -10.3% |
| 3M | +21.7% | +37.3% | -15.7% | +1.1% |
| 6M | +75.7% | +61.0% | +14.7% | +33.8% |
| YTD | +55.7% | +10.7% | +45.0% | +39.1% |
| 1Y | +181.1% | -7.2% | +188.3% | +167.0% |
| 3Y | +371.6% | +7.2% | +364.4% | +248.0% |
| 5Y | +23.2% | -47.7% | +70.9% | +21.1% |
| All | +444.6% | +19.3% | +425.4% | +201.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling