-56.1%
GNRC vs ESTC
-52.1%
-4.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +7.9% | +2.4% | +5.5% | +7.2% |
| 30D | -3.7% | -4.2% | +0.6% | -2.5% |
| 3M | -11.9% | +2.5% | -14.4% | -14.1% |
| 6M | -28.6% | +81.5% | -110.1% | -43.4% |
| YTD | +39.9% | +16.8% | +23.0% | +25.9% |
| 1Y | +23.4% | -3.5% | +26.8% | +18.4% |
| 3Y | +84.2% | +17.7% | +66.5% | +37.4% |
| All | -56.1% | -52.1% | -4.0% | -64.4% |
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