+58.0%
GPC vs ESTC
+24.7%
+33.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -2.1% | -2.6% | +0.5% | -1.9% |
| 30D | -4.5% | -8.6% | +4.1% | -3.9% |
| 3M | -7.7% | +14.4% | -22.0% | -9.5% |
| 6M | +24.3% | +73.3% | -49.0% | +16.5% |
| YTD | +3.5% | +15.7% | -12.3% | +0.5% |
| 1Y | +0.7% | -7.6% | +8.3% | 0.0% |
| 3Y | 0.0% | +14.6% | -14.6% | -6.7% |
| 5Y | +5.8% | -50.0% | +55.9% | +4.7% |
| All | +58.0% | +24.7% | +33.2% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling