-28.2%
GPN vs ESTC
+11.0%
-39.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.3% |
| 7D | -6.2% | -3.3% | -2.9% | -5.8% |
| 30D | +1.0% | +13.4% | -12.4% | -1.9% |
| 3M | +36.9% | +41.3% | -4.4% | +27.5% |
| 6M | +16.8% | +62.6% | -45.8% | +5.7% |
| YTD | +13.2% | +14.8% | -1.5% | +8.1% |
| 1Y | +1.4% | -5.1% | +6.5% | -0.7% |
| All | -28.2% | +11.0% | -39.2% | -32.8% |
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