+16.0%
GRMN vs ESTC
-6.1%
+22.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -1.4% | -3.3% | +2.0% | -1.1% |
| 30D | -13.1% | +13.4% | -26.5% | -14.5% |
| 3M | +14.9% | +41.3% | -26.4% | +10.4% |
| 6M | +13.1% | +62.6% | -49.5% | +7.6% |
| YTD | +35.3% | +14.8% | +20.5% | +32.7% |
| 1Y | +16.0% | -5.1% | +21.0% | +18.5% |
| All | +16.0% | -6.1% | +22.1% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling