+16.1%
GWRE vs ESTC
-47.6%
+63.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -13.2% | -9.2% | -4.1% | -10.2% |
| 30D | -18.6% | +8.1% | -26.7% | -20.9% |
| 3M | +18.9% | +38.5% | -19.6% | +6.1% |
| 6M | -11.0% | +57.8% | -68.7% | -23.4% |
| YTD | -29.9% | +10.5% | -40.4% | -33.1% |
| 1Y | -44.3% | -6.4% | -38.0% | -44.7% |
| 3Y | +51.7% | +4.7% | +47.0% | +32.9% |
| All | +16.1% | -47.6% | +63.7% | +8.7% |
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