+14.7%
GTLB vs ESTC
+7.3%
+7.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.5% | +3.7% |
| 7D | +11.1% | -8.1% | +19.2% | +16.2% |
| 30D | +37.8% | +31.7% | +6.1% | +11.4% |
| 3M | +61.6% | +41.1% | +20.5% | +24.0% |
| 6M | +98.9% | +77.1% | +21.9% | +31.5% |
| YTD | +32.8% | +21.7% | +11.1% | +2.8% |
| 1Y | +14.7% | +8.4% | +6.3% | -6.3% |
| All | +14.7% | +7.3% | +7.4% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling