+393.0%
GS vs ESTC
+28.1%
+364.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.4% | +3.7% |
| 7D | +0.3% | -15.9% | +16.2% | +3.2% |
| 30D | +3.9% | -5.5% | +9.4% | +4.7% |
| 3M | -11.4% | +26.2% | -37.6% | -15.7% |
| 6M | +3.7% | +77.0% | -73.3% | -7.4% |
| YTD | +7.1% | +18.9% | -11.8% | +1.7% |
| 1Y | +19.7% | +1.3% | +18.4% | +16.4% |
| 3Y | +202.8% | +24.0% | +178.8% | +172.0% |
| 5Y | +156.7% | -47.7% | +204.4% | +153.9% |
| All | +393.0% | +28.1% | +364.9% | +233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling