+457.5%
GH vs ESTC
+23.7%
+433.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.0% |
| 7D | -0.2% | -3.3% | +3.2% | +1.0% |
| 30D | -2.6% | +13.4% | -16.1% | -10.8% |
| 3M | +25.1% | +41.3% | -16.2% | +2.7% |
| 6M | +78.5% | +62.6% | +15.9% | +35.4% |
| YTD | +59.4% | +14.8% | +44.6% | +40.1% |
| 1Y | +173.9% | -5.1% | +178.9% | +157.8% |
| 3Y | +382.7% | +11.2% | +371.6% | +250.5% |
| 5Y | +24.4% | -47.0% | +71.4% | +21.7% |
| All | +457.5% | +23.7% | +433.8% | +204.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling