+378.6%
GDX vs ESTC
+27.2%
+351.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.0% | -6.0% | -4.1% |
| 7D | -4.6% | +5.8% | -10.3% | -5.0% |
| 30D | -6.2% | -5.6% | -0.6% | -5.8% |
| 3M | -10.0% | +15.4% | -25.4% | -11.3% |
| 6M | -15.8% | +77.8% | -93.6% | -19.9% |
| YTD | -4.6% | +18.1% | -22.6% | -6.6% |
| 1Y | +4.0% | -3.7% | +7.7% | +3.3% |
| 3Y | +211.1% | +16.9% | +194.2% | +195.7% |
| 5Y | +152.3% | -51.2% | +203.5% | +144.1% |
| All | +378.6% | +27.2% | +351.4% | +341.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling