+476.4%
GME vs ESTC
+23.7%
+452.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.1% | +7.4% | +5.8% |
| 7D | +4.8% | -3.3% | +8.2% | +5.5% |
| 30D | +5.9% | +13.4% | -7.6% | +1.8% |
| 3M | -10.7% | +41.3% | -52.1% | -18.8% |
| 6M | -19.8% | +62.6% | -82.4% | -30.2% |
| YTD | -0.9% | +14.8% | -15.7% | -7.0% |
| 1Y | -15.7% | -5.1% | -10.6% | -17.9% |
| 3Y | +12.3% | +11.2% | +1.2% | -1.2% |
| 5Y | -60.1% | -47.0% | -13.1% | -66.0% |
| All | +476.4% | +23.7% | +452.7% | +252.1% |
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 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