-55.4%
GTLB vs ESTC
-49.2%
-6.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.3% | -0.3% |
| 7D | -6.6% | -3.3% | -3.2% | -4.8% |
| 30D | +13.7% | +13.4% | +0.3% | +0.7% |
| 3M | +52.9% | +41.3% | +11.6% | +15.9% |
| 6M | +88.5% | +62.6% | +25.9% | +29.8% |
| YTD | +23.4% | +14.8% | +8.7% | +7.5% |
| 1Y | -3.8% | -5.1% | +1.2% | -6.7% |
| 3Y | -11.5% | +11.2% | -22.7% | -37.8% |
| All | -55.4% | -49.2% | -6.2% | -50.5% |
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 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