-3.5%
GTLB vs ESTC
-8.5%
+5.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | +4.2% |
| 7D | -4.1% | -13.2% | +9.1% | +4.1% |
| 30D | +12.3% | +9.3% | +3.0% | +2.2% |
| 3M | +65.9% | +37.3% | +28.6% | +28.9% |
| 6M | +104.0% | +61.0% | +43.0% | +42.7% |
| YTD | +26.0% | +10.7% | +15.4% | +2.4% |
| 1Y | -3.5% | -7.2% | +3.7% | -15.5% |
| All | -3.5% | -8.5% | +5.0% | -15.5% |
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