+199.0%
GS vs ESTC
+19.0%
+179.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +1.0% |
| 7D | +1.6% | -3.6% | +5.1% | +2.2% |
| 30D | +1.7% | -11.2% | +12.8% | +3.4% |
| 3M | -11.6% | +14.3% | -25.9% | -14.1% |
| 6M | -1.9% | +67.0% | -68.9% | -10.9% |
| YTD | +5.1% | +15.7% | -10.6% | +0.9% |
| 1Y | +16.4% | -6.3% | +22.7% | +15.6% |
| 3Y | +199.0% | +14.5% | +184.4% | +186.0% |
| All | +199.0% | +19.0% | +179.9% | +186.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling