+419.5%
GH vs ESTC
+25.9%
+393.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | +0.6% | +2.4% | -1.9% | -0.5% |
| 30D | -6.9% | -4.2% | -2.7% | -5.1% |
| 3M | -4.9% | +2.5% | -7.4% | -8.3% |
| 6M | +54.1% | +81.5% | -27.4% | +11.5% |
| YTD | +48.5% | +16.8% | +31.7% | +29.4% |
| 1Y | +61.2% | -3.5% | +64.6% | +50.9% |
| 3Y | +570.3% | +17.7% | +552.6% | +378.0% |
| 5Y | +46.1% | -51.7% | +97.9% | +50.9% |
| All | +419.5% | +25.9% | +393.6% | +180.8% |
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