-38.6%
GIS vs ESTC
+19.0%
-57.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.8% |
| 7D | +1.5% | -3.6% | +5.1% | +1.5% |
| 30D | +9.2% | -11.2% | +20.4% | +9.1% |
| 3M | -5.4% | +14.3% | -19.7% | -5.2% |
| 6M | +3.4% | +67.0% | -63.6% | +4.5% |
| YTD | -20.5% | +15.7% | -36.1% | -20.3% |
| 1Y | -20.0% | -6.3% | -13.7% | -20.2% |
| 3Y | -38.6% | +14.5% | -53.1% | -39.6% |
| All | -38.6% | +19.0% | -57.6% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling