+452.8%
GH vs ESTC
+31.2%
+421.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +2.2% |
| 7D | -0.1% | -8.1% | +8.1% | +3.3% |
| 30D | -1.1% | +31.7% | -32.8% | -15.2% |
| 3M | +21.3% | +41.1% | -19.7% | -0.1% |
| 6M | +73.5% | +77.1% | -3.5% | +26.7% |
| YTD | +58.0% | +21.7% | +36.3% | +35.5% |
| 1Y | +163.1% | +8.4% | +154.7% | +132.6% |
| 3Y | +361.0% | +23.6% | +337.4% | +216.9% |
| 5Y | +22.5% | -46.5% | +69.0% | +19.7% |
| All | +452.8% | +31.2% | +421.6% | +194.0% |
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