+381.4%
GS vs ESTC
+28.9%
+352.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.2% | +3.8% |
| 7D | +0.8% | -1.2% | +2.0% | +1.1% |
| 30D | +1.2% | -8.1% | +9.3% | +2.6% |
| 3M | -12.4% | +20.2% | -32.6% | -15.8% |
| 6M | -2.3% | +72.7% | -75.1% | -12.4% |
| YTD | +4.6% | +19.6% | -15.0% | -0.8% |
| 1Y | +17.5% | +0.3% | +17.2% | +14.6% |
| 3Y | +202.0% | +22.8% | +179.2% | +172.0% |
| 5Y | +152.4% | -50.9% | +203.2% | +153.3% |
| All | +381.4% | +28.9% | +352.5% | +225.3% |
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