+186.0%
GM vs ESTC
+31.2%
+154.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.7% |
| 7D | +1.9% | -8.1% | +10.0% | +3.5% |
| 30D | -1.4% | +31.7% | -33.1% | -7.3% |
| 3M | +5.9% | +41.1% | -35.1% | -2.1% |
| 6M | +12.4% | +77.1% | -64.7% | -1.7% |
| YTD | +8.6% | +21.7% | -13.1% | +1.9% |
| 1Y | +52.6% | +8.4% | +44.2% | +45.6% |
| 3Y | +169.7% | +23.6% | +146.0% | +131.4% |
| 5Y | +87.5% | -46.5% | +134.0% | +80.2% |
| All | +186.0% | +31.2% | +154.9% | +83.1% |
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