+61.9%
GSK vs ESTC
+18.2%
+43.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.9% |
| 7D | -1.8% | -8.1% | +6.3% | -1.9% |
| 30D | -2.2% | +31.7% | -33.9% | -2.0% |
| 3M | -1.8% | +41.1% | -42.9% | -1.6% |
| 6M | -10.6% | +77.1% | -87.7% | -10.4% |
| YTD | +4.4% | +21.7% | -17.3% | +5.2% |
| 1Y | +30.4% | +8.4% | +22.0% | +31.6% |
| All | +61.9% | +18.2% | +43.6% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling