+58.6%
GH vs ESTC
-3.0%
+61.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -1.6% |
| 7D | -11.2% | -3.6% | -7.7% | -10.7% |
| 30D | -7.2% | -11.2% | +3.9% | -5.5% |
| 3M | -7.1% | +14.3% | -21.4% | -9.4% |
| 6M | +62.3% | +67.0% | -4.7% | +45.2% |
| YTD | +52.1% | +15.7% | +36.4% | +31.9% |
| 1Y | +58.6% | -6.3% | +64.9% | +29.7% |
| All | +58.6% | -3.0% | +61.7% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling