+16.0%
GS vs ESTC
-3.5%
+19.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +5.9% | +2.4% | +3.5% | +5.5% |
| 30D | +4.3% | -4.2% | +8.6% | +4.8% |
| 3M | -11.7% | +2.5% | -14.1% | -12.1% |
| 6M | -3.2% | +81.5% | -84.7% | -11.3% |
| YTD | +5.8% | +16.8% | -11.0% | +3.9% |
| 1Y | +16.0% | -3.5% | +19.5% | +17.4% |
| All | +16.0% | -3.5% | +19.6% | +17.4% |
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