+233.8%
GNRC vs ESTC
+31.2%
+202.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +3.7% |
| 7D | +1.9% | -8.1% | +10.0% | +4.3% |
| 30D | -13.8% | +31.7% | -45.5% | -22.4% |
| 3M | -32.6% | +41.1% | -73.7% | -41.0% |
| 6M | -15.2% | +77.1% | -92.3% | -32.3% |
| YTD | +37.4% | +21.7% | +15.7% | +22.4% |
| 1Y | +5.1% | +8.4% | -3.2% | -3.7% |
| 3Y | +57.5% | +23.6% | +33.9% | +20.9% |
| 5Y | -58.7% | -46.5% | -12.2% | -61.6% |
| All | +233.8% | +31.2% | +202.6% | +120.0% |
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