+451.8%
GS vs ESTC
+31.2%
+420.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.8% |
| 7D | +0.9% | -8.1% | +9.0% | +2.3% |
| 30D | -1.6% | +31.7% | -33.3% | -6.7% |
| 3M | -4.5% | +41.1% | -45.5% | -10.8% |
| 6M | +20.9% | +77.1% | -56.2% | +7.8% |
| YTD | +19.9% | +21.7% | -1.8% | +13.7% |
| 1Y | +41.4% | +8.4% | +33.0% | +36.0% |
| 3Y | +239.2% | +23.6% | +215.5% | +204.7% |
| 5Y | +185.0% | -46.5% | +231.5% | +181.1% |
| All | +451.8% | +31.2% | +420.6% | +272.5% |
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