+386.9%
GS vs ESTC
+25.9%
+361.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +5.9% | +2.4% | +3.5% | +5.4% |
| 30D | +4.3% | -4.2% | +8.6% | +4.9% |
| 3M | -11.7% | +2.5% | -14.1% | -12.7% |
| 6M | -3.2% | +81.5% | -84.7% | -13.9% |
| YTD | +5.8% | +16.8% | -11.0% | +0.8% |
| 1Y | +16.0% | -3.5% | +19.5% | +13.9% |
| 3Y | +199.8% | +17.7% | +182.0% | +171.9% |
| 5Y | +155.5% | -51.7% | +207.3% | +157.2% |
| All | +386.9% | +25.9% | +361.0% | +230.2% |
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