-44.2%
GPN vs ESTC
-49.0%
+4.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.3% | +2.5% |
| 7D | -3.5% | -13.2% | +9.7% | -0.9% |
| 30D | +3.1% | +9.3% | -6.2% | +0.6% |
| 3M | +42.3% | +37.3% | +4.9% | +32.2% |
| 6M | +20.9% | +61.0% | -40.1% | +8.4% |
| YTD | +15.2% | +10.7% | +4.6% | +10.5% |
| 1Y | +5.4% | -7.2% | +12.6% | +3.9% |
| 3Y | -27.4% | +7.2% | -34.6% | -34.4% |
| 5Y | -44.2% | -47.7% | +3.5% | -50.3% |
| All | -44.2% | -49.0% | +4.8% | -50.3% |
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