+12.1%
GS vs ESTC
-2.5%
+14.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | -3.2% | -11.5% | +8.3% | -1.9% |
| 30D | -2.4% | -7.5% | +5.1% | -1.5% |
| 3M | -15.7% | +23.1% | -38.8% | -18.2% |
| 6M | -6.8% | +75.3% | -82.0% | -14.2% |
| YTD | -0.1% | +14.1% | -14.2% | -1.7% |
| 1Y | +12.1% | -0.6% | +12.7% | +12.1% |
| All | +12.1% | -2.5% | +14.6% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling