+77.3%
GRMN vs ESTC
-47.2%
+124.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.1% |
| 7D | +0.2% | -4.3% | +4.5% | +0.8% |
| 30D | -11.3% | +17.7% | -29.0% | -14.1% |
| 3M | +17.7% | +42.3% | -24.6% | +10.5% |
| 6M | +14.2% | +64.6% | -50.4% | +4.1% |
| YTD | +37.0% | +17.2% | +19.8% | +31.3% |
| 1Y | +17.0% | -4.2% | +21.2% | +15.3% |
| 3Y | +183.2% | +13.5% | +169.7% | +157.7% |
| 5Y | +77.3% | -45.5% | +122.8% | +64.0% |
| All | +77.3% | -47.2% | +124.5% | +64.0% |
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