+81.8%
GSK vs ESTC
+27.2%
+54.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | +0.5% | +5.8% | -5.3% | +0.2% |
| 30D | +9.4% | -5.6% | +15.0% | +9.6% |
| 3M | +1.6% | +15.4% | -13.8% | +0.8% |
| 6M | +1.3% | +77.8% | -76.5% | -1.4% |
| YTD | +6.0% | +18.1% | -12.1% | +4.8% |
| 1Y | +9.1% | -3.7% | +12.8% | +8.9% |
| 3Y | +65.4% | +16.9% | +48.5% | +59.9% |
| 5Y | +43.0% | -51.2% | +94.2% | +43.9% |
| All | +81.8% | +27.2% | +54.6% | +57.7% |
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