-23.1%
GPN vs ESTC
+19.3%
-42.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.3% | +2.6% |
| 7D | -3.5% | -13.2% | +9.7% | -0.4% |
| 30D | +3.1% | +9.3% | -6.2% | +0.2% |
| 3M | +42.3% | +37.3% | +4.9% | +30.7% |
| 6M | +20.9% | +61.0% | -40.1% | +6.5% |
| YTD | +15.2% | +10.7% | +4.6% | +9.8% |
| 1Y | +5.4% | -7.2% | +12.6% | +3.8% |
| 3Y | -27.4% | +7.2% | -34.6% | -35.6% |
| 5Y | -44.2% | -47.7% | +3.5% | -45.3% |
| All | -23.1% | +19.3% | -42.3% | -52.7% |
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