+46.7%
GSK vs ESTC
-47.2%
+93.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.6% |
| 7D | -4.2% | -4.3% | +0.1% | -4.1% |
| 30D | -7.5% | +17.7% | -25.2% | -7.8% |
| 3M | -3.3% | +42.3% | -45.6% | -3.9% |
| 6M | -9.3% | +64.6% | -73.9% | -10.3% |
| YTD | +1.6% | +17.2% | -15.6% | +1.4% |
| 1Y | +25.5% | -4.2% | +29.7% | +25.9% |
| 3Y | +49.3% | +13.5% | +35.7% | +46.5% |
| 5Y | +46.7% | -45.5% | +92.2% | +41.6% |
| All | +46.7% | -47.2% | +93.9% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling