-52.0%
GTLB vs ESTC
-46.2%
-5.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.5% | +4.2% |
| 7D | +11.1% | -8.1% | +19.2% | +16.8% |
| 30D | +37.8% | +31.7% | +6.1% | +9.9% |
| 3M | +61.6% | +41.1% | +20.5% | +22.4% |
| 6M | +98.9% | +77.1% | +21.9% | +29.0% |
| YTD | +32.8% | +21.7% | +11.1% | +11.0% |
| 1Y | +14.7% | +8.4% | +6.3% | +1.2% |
| 3Y | +1.3% | +23.6% | -22.3% | -34.7% |
| All | -52.0% | -46.2% | -5.9% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling