+16.6%
GS vs ESTC
-5.7%
+22.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -0.1% | -2.6% | +2.5% | +0.2% |
| 30D | +3.7% | -8.6% | +12.3% | +4.7% |
| 3M | -10.0% | +14.4% | -24.3% | -11.7% |
| 6M | -1.0% | +73.3% | -74.3% | -8.6% |
| YTD | +7.0% | +15.7% | -8.8% | +5.1% |
| 1Y | +16.6% | -7.6% | +24.2% | +18.1% |
| All | +16.6% | -5.7% | +22.3% | +18.1% |
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