-22.8%
GIS vs ESTC
-47.2%
+24.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.6% |
| 7D | -8.3% | -4.3% | -4.0% | -8.3% |
| 30D | +2.2% | +17.7% | -15.6% | +2.6% |
| 3M | +15.7% | +42.3% | -26.6% | +16.7% |
| 6M | -12.0% | +64.6% | -76.5% | -10.7% |
| YTD | -15.0% | +17.2% | -32.2% | -14.5% |
| 1Y | -20.1% | -4.2% | -15.9% | -20.1% |
| 3Y | -34.6% | +13.5% | -48.1% | -34.0% |
| 5Y | -22.8% | -45.5% | +22.7% | -23.5% |
| All | -22.8% | -47.2% | +24.4% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling