+164.6%
GM vs ESTC
+11.0%
+153.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.2% |
| 7D | -1.1% | -3.3% | +2.2% | -0.8% |
| 30D | -4.6% | +13.4% | -18.0% | -6.0% |
| 3M | +0.2% | +41.3% | -41.1% | -3.7% |
| 6M | +12.6% | +62.6% | -50.0% | +6.2% |
| YTD | +3.7% | +14.8% | -11.1% | +1.4% |
| 1Y | +45.6% | -5.1% | +50.7% | +45.3% |
| All | +164.6% | +11.0% | +153.6% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling