-25.1%
GWRE vs ESTC
+7.3%
-32.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | -4.5% | -15.4% | -17.4% |
| 7D | -21.1% | -8.1% | -13.0% | -16.9% |
| 30D | +1.3% | +31.7% | -30.4% | -14.7% |
| 3M | +7.4% | +41.1% | -33.6% | -13.4% |
| 6M | +5.6% | +77.1% | -71.5% | -24.9% |
| YTD | -19.2% | +21.7% | -40.9% | -34.9% |
| 1Y | -25.1% | +8.4% | -33.5% | -38.5% |
| All | -25.1% | +7.3% | -32.4% | -38.5% |
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