+1.1%
GPC vs ESTC
+18.0%
-16.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.6% | -1.4% |
| 7D | +1.6% | -11.5% | +13.1% | +2.2% |
| 30D | -2.1% | -7.5% | +5.5% | -1.8% |
| 3M | -6.8% | +23.1% | -29.9% | -8.2% |
| 6M | +18.6% | +75.3% | -56.7% | +14.2% |
| YTD | +2.7% | +14.1% | -11.4% | +1.3% |
| 1Y | +1.8% | -0.6% | +2.4% | +1.2% |
| 3Y | +1.1% | +20.8% | -19.8% | -2.9% |
| All | +1.1% | +18.0% | -16.9% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling