+76.6%
GM vs ESTC
-47.1%
+123.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | -1.1% | -3.3% | +2.2% | -0.6% |
| 30D | -4.6% | +13.4% | -18.0% | -7.1% |
| 3M | +0.2% | +41.3% | -41.1% | -6.4% |
| 6M | +12.6% | +62.6% | -50.0% | +1.9% |
| YTD | +3.7% | +14.8% | -11.1% | -0.7% |
| 1Y | +45.6% | -5.1% | +50.7% | +43.7% |
| 3Y | +162.0% | +11.2% | +150.8% | +133.4% |
| All | +76.6% | -47.1% | +123.6% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling