+85.1%
GSK vs ESTC
+28.9%
+56.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.5% | +2.2% |
| 7D | +4.9% | -1.2% | +6.1% | +4.9% |
| 30D | +10.8% | -8.1% | +19.0% | +11.1% |
| 3M | -1.8% | +20.2% | -22.0% | -2.7% |
| 6M | +4.1% | +72.7% | -68.6% | +1.4% |
| YTD | +7.9% | +19.6% | -11.8% | +6.6% |
| 1Y | +14.4% | +0.3% | +14.2% | +14.0% |
| 3Y | +68.1% | +22.8% | +45.3% | +62.0% |
| 5Y | +47.7% | -50.9% | +98.5% | +48.5% |
| All | +85.1% | +28.9% | +56.1% | +60.4% |
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