+24.8%
GDX vs ESTC
+1.6%
+23.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.9% | +9.9% | +9.1% |
| 7D | +0.8% | -15.9% | +16.6% | +1.8% |
| 30D | -3.2% | -5.5% | +2.3% | -2.9% |
| 3M | +8.6% | +26.2% | -17.6% | +7.3% |
| 6M | -1.2% | +77.0% | -78.3% | -3.9% |
| YTD | -1.4% | +18.9% | -20.3% | +1.6% |
| 1Y | +24.8% | +1.3% | +23.5% | +31.4% |
| All | +24.8% | +1.6% | +23.2% | +31.4% |
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