-58.7%
GNRC vs ESTC
-47.1%
-11.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.3% |
| 7D | +3.2% | -3.3% | +6.5% | +4.0% |
| 30D | -9.5% | +13.4% | -23.0% | -14.7% |
| 3M | -28.5% | +41.3% | -69.9% | -37.8% |
| 6M | -10.0% | +62.6% | -72.6% | -26.7% |
| YTD | +36.7% | +14.8% | +22.0% | +23.9% |
| 1Y | +2.6% | -5.1% | +7.6% | -1.5% |
| 3Y | +61.9% | +11.2% | +50.7% | +23.6% |
| All | -58.7% | -47.1% | -11.6% | -66.6% |
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