+373.3%
GRMN vs ESTC
+23.7%
+349.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | -1.4% | -3.3% | +2.0% | -0.9% |
| 30D | -13.1% | +13.4% | -26.5% | -15.5% |
| 3M | +14.9% | +41.3% | -26.4% | +7.6% |
| 6M | +13.1% | +62.6% | -49.5% | +2.7% |
| YTD | +35.3% | +14.8% | +20.5% | +29.6% |
| 1Y | +16.0% | -5.1% | +21.0% | +14.2% |
| 3Y | +179.6% | +11.2% | +168.4% | +154.1% |
| 5Y | +75.0% | -47.0% | +122.0% | +70.6% |
| All | +373.3% | +23.7% | +349.6% | +248.1% |
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