-54.5%
GTLB vs ESTC
-47.8%
-6.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.5% |
| 7D | -3.5% | +5.8% | -9.3% | -7.5% |
| 30D | -9.0% | -5.6% | -3.4% | -5.8% |
| 3M | +15.9% | +15.4% | +0.4% | +0.7% |
| 6M | +104.9% | +77.8% | +27.1% | +31.3% |
| YTD | +26.0% | +18.1% | +7.9% | +6.9% |
| 1Y | +1.8% | -3.7% | +5.5% | -2.1% |
| 3Y | +6.0% | +16.9% | -10.9% | -28.5% |
| 5Y | -62.2% | -51.2% | -10.9% | -58.2% |
| All | -54.5% | -47.8% | -6.7% | -50.9% |
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