+381.7%
GRMN vs ESTC
+31.2%
+350.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.7% |
| 7D | -2.9% | -8.1% | +5.2% | -1.6% |
| 30D | -8.4% | +31.7% | -40.1% | -13.1% |
| 3M | +15.0% | +41.1% | -26.0% | +7.7% |
| 6M | +11.2% | +77.1% | -65.9% | -0.5% |
| YTD | +37.7% | +21.7% | +16.0% | +30.7% |
| 1Y | +18.5% | +8.4% | +10.1% | +14.0% |
| 3Y | +175.8% | +23.6% | +152.2% | +145.8% |
| 5Y | +75.1% | -46.5% | +121.6% | +70.6% |
| All | +381.7% | +31.2% | +350.6% | +250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling