-0.5%
GNRC vs ESTC
-7.7%
+7.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -0.2% | -9.2% | +9.0% | -0.8% |
| 30D | -15.7% | +8.1% | -23.8% | -15.2% |
| 3M | -27.3% | +38.5% | -65.8% | -26.2% |
| 6M | -12.1% | +57.8% | -69.8% | -10.4% |
| YTD | +37.1% | +10.5% | +26.6% | +42.7% |
| 1Y | -0.5% | -6.4% | +5.9% | +8.9% |
| All | -0.5% | -7.7% | +7.3% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling