-54.5%
GTLB vs ESTC
-48.8%
-5.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -9.6% | -2.6% | -7.0% | -8.2% |
| 30D | -15.5% | -8.6% | -6.9% | -10.5% |
| 3M | +12.4% | +14.4% | -2.0% | -1.8% |
| 6M | +84.6% | +73.3% | +11.3% | +20.5% |
| YTD | +26.1% | +15.7% | +10.4% | +8.5% |
| 1Y | +1.7% | -7.6% | +9.3% | +0.7% |
| 3Y | +6.1% | +14.6% | -8.5% | -27.4% |
| 5Y | -61.1% | -50.0% | -11.1% | -57.2% |
| All | -54.5% | -48.8% | -5.6% | -50.1% |
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