+74.6%
GSK vs ESTC
+23.7%
+50.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -3.6% | -3.3% | -0.2% | -3.5% |
| 30D | -5.9% | +13.4% | -19.4% | -6.5% |
| 3M | -4.3% | +41.3% | -45.6% | -5.7% |
| 6M | -10.8% | +62.6% | -73.4% | -12.9% |
| YTD | +1.8% | +14.8% | -13.0% | +0.9% |
| 1Y | +23.5% | -5.1% | +28.5% | +23.3% |
| 3Y | +49.5% | +11.2% | +38.4% | +44.9% |
| 5Y | +49.7% | -47.0% | +96.6% | +49.3% |
| All | +74.6% | +23.7% | +50.9% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling