+32.8%
GPC vs ESTC
-46.4%
+79.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.5% |
| 7D | +1.2% | -8.1% | +9.3% | +1.8% |
| 30D | +6.0% | +31.7% | -25.7% | +3.4% |
| 3M | +42.6% | +41.1% | +1.6% | +38.3% |
| 6M | +22.8% | +77.1% | -54.3% | +16.4% |
| YTD | +15.5% | +21.7% | -6.2% | +12.7% |
| 1Y | +2.0% | +8.4% | -6.3% | +0.3% |
| 3Y | -1.4% | +23.6% | -25.0% | -7.4% |
| All | +32.8% | -46.4% | +79.2% | +23.0% |
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 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