+413.1%
GRMN vs ESTC
+24.7%
+388.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +1.7% | -2.6% | +4.3% | +2.1% |
| 30D | +10.2% | -8.6% | +18.8% | +11.5% |
| 3M | -4.7% | +14.4% | -19.1% | -7.8% |
| 6M | +22.3% | +73.3% | -51.0% | +9.9% |
| YTD | +46.7% | +15.7% | +30.9% | +39.8% |
| 1Y | +49.6% | -7.6% | +57.2% | +47.8% |
| 3Y | +165.3% | +14.6% | +150.7% | +139.5% |
| 5Y | +130.3% | -50.0% | +180.4% | +126.7% |
| All | +413.1% | +24.7% | +388.4% | +275.4% |
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