+455.2%
GME vs ESTC
+31.2%
+424.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.6% |
| 7D | +7.2% | -8.1% | +15.3% | +9.1% |
| 30D | +0.8% | +31.7% | -30.9% | -6.3% |
| 3M | -14.0% | +41.1% | -55.0% | -21.6% |
| 6M | -19.7% | +77.1% | -96.8% | -31.4% |
| YTD | -4.6% | +21.7% | -26.3% | -11.5% |
| 1Y | -14.3% | +8.4% | -22.7% | -19.1% |
| 3Y | +4.0% | +23.6% | -19.6% | -10.8% |
| 5Y | -62.2% | -46.5% | -15.7% | -68.3% |
| All | +455.2% | +31.2% | +424.0% | +234.9% |
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