+6.6%
GIS vs ESTC
+27.2%
-20.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.0% |
| 7D | -8.1% | +5.8% | -13.8% | -8.0% |
| 30D | +5.3% | -5.6% | +10.9% | +5.3% |
| 3M | -10.5% | +15.4% | -26.0% | -10.4% |
| 6M | +1.8% | +77.8% | -76.0% | +2.5% |
| YTD | -22.9% | +18.1% | -41.0% | -22.7% |
| 1Y | -22.9% | -3.7% | -19.3% | -22.9% |
| 3Y | -40.5% | +16.9% | -57.4% | -40.4% |
| 5Y | -34.9% | -51.2% | +16.4% | -34.3% |
| All | +6.6% | +27.2% | -20.6% | +2.6% |
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 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