+180.7%
GM vs ESTC
+19.3%
+161.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.6% | +6.4% | +3.5% |
| 7D | -1.1% | -13.2% | +12.1% | +1.6% |
| 30D | -3.4% | +9.3% | -12.8% | -5.8% |
| 3M | +8.7% | +37.3% | -28.7% | +0.9% |
| 6M | +15.4% | +61.0% | -45.6% | +2.8% |
| YTD | +6.6% | +10.7% | -4.1% | +1.8% |
| 1Y | +51.5% | -7.2% | +58.7% | +49.1% |
| 3Y | +169.3% | +7.2% | +162.2% | +138.3% |
| 5Y | +81.6% | -47.7% | +129.3% | +74.6% |
| All | +180.7% | +19.3% | +161.4% | +83.0% |
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