+15.8%
GIS vs ESTC
+23.7%
-7.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.6% |
| 7D | -8.6% | -3.3% | -5.3% | -8.6% |
| 30D | -0.5% | +13.4% | -13.9% | -0.3% |
| 3M | +11.9% | +41.3% | -29.4% | +12.3% |
| 6M | -11.6% | +62.6% | -74.2% | -11.0% |
| YTD | -16.3% | +14.8% | -31.1% | -16.1% |
| 1Y | -21.8% | -5.1% | -16.7% | -21.7% |
| 3Y | -35.7% | +11.2% | -46.8% | -35.5% |
| 5Y | -22.9% | -47.0% | +24.1% | -22.3% |
| All | +15.8% | +23.7% | -7.9% | +11.4% |
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