-9.1%
GIS vs ESTC
+74.7%
-83.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -2.1% |
| 7D | -7.8% | -8.1% | +0.3% | -7.1% |
| 30D | +6.6% | +31.7% | -25.1% | +4.4% |
| 3M | +21.0% | +41.1% | -20.1% | +17.6% |
| 6M | -9.1% | +77.1% | -86.1% | -10.6% |
| All | -9.1% | +74.7% | -83.8% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling