+51.5%
GM vs ESTC
-8.5%
+60.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.6% | +6.4% | +3.0% |
| 7D | -1.1% | -13.2% | +12.1% | -0.4% |
| 30D | -3.4% | +9.3% | -12.8% | -3.8% |
| 3M | +8.7% | +37.3% | -28.7% | +6.9% |
| 6M | +15.4% | +61.0% | -45.6% | +12.7% |
| YTD | +6.6% | +10.7% | -4.1% | +7.5% |
| 1Y | +51.5% | -7.2% | +58.7% | +55.0% |
| All | +51.5% | -8.5% | +60.0% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling