+102.8%
GME vs ESTC
+19.0%
+83.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.1% |
| 7D | +4.8% | -3.6% | +8.3% | +5.4% |
| 30D | -4.3% | -11.2% | +6.9% | -2.7% |
| 3M | +35.3% | +14.3% | +21.0% | +31.0% |
| 6M | +4.7% | +67.0% | -62.2% | -6.3% |
| YTD | +26.6% | +15.7% | +11.0% | +20.8% |
| 1Y | +18.3% | -6.3% | +24.6% | +17.4% |
| 3Y | +102.8% | +14.5% | +88.3% | +92.1% |
| All | +102.8% | +19.0% | +83.7% | +92.1% |
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 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