-62.0%
GME vs ESTC
-47.2%
-14.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.1% |
| 7D | +0.4% | -4.3% | +4.7% | +1.8% |
| 30D | -1.4% | +17.7% | -19.1% | -8.6% |
| 3M | -15.1% | +42.3% | -57.4% | -27.2% |
| 6M | -22.5% | +64.6% | -87.1% | -38.2% |
| YTD | -5.9% | +17.2% | -23.1% | -15.7% |
| 1Y | -18.6% | -4.2% | -14.4% | -22.3% |
| 3Y | +6.7% | +13.5% | -6.9% | -19.7% |
| 5Y | -62.0% | -45.5% | -16.5% | -69.2% |
| All | -62.0% | -47.2% | -14.8% | -69.2% |
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