-29.6%
GPN vs ESTC
-49.1%
+19.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | +2.0% | -14.0% | -12.4% |
| 7D | -7.1% | +5.8% | -12.9% | -8.2% |
| 30D | +7.7% | -5.6% | +13.3% | +8.2% |
| 3M | -0.1% | +15.4% | -15.5% | -4.3% |
| 6M | +29.4% | +77.8% | -48.4% | +13.2% |
| YTD | +15.1% | +18.1% | -3.0% | +8.1% |
| 1Y | +15.4% | -3.7% | +19.1% | +12.4% |
| 3Y | -16.5% | +16.9% | -33.4% | -26.3% |
| 5Y | -29.6% | -51.2% | +21.7% | -40.3% |
| All | -29.6% | -49.1% | +19.5% | -40.3% |
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