+360.0%
GS vs ESTC
+23.0%
+337.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | -3.2% | -11.5% | +8.3% | -1.2% |
| 30D | -2.4% | -7.5% | +5.1% | -1.2% |
| 3M | -15.7% | +23.1% | -38.8% | -19.4% |
| 6M | -6.8% | +75.3% | -82.0% | -16.6% |
| YTD | -0.1% | +14.1% | -14.2% | -4.4% |
| 1Y | +12.1% | -0.6% | +12.7% | +9.4% |
| 3Y | +185.8% | +20.8% | +165.0% | +157.9% |
| 5Y | +140.1% | -48.8% | +188.8% | +138.2% |
| All | +360.0% | +23.0% | +337.0% | +213.2% |
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