+475.6%
GDX vs ESTC
+26.3%
+449.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.6% |
| 7D | +4.0% | -4.3% | +8.2% | +4.3% |
| 30D | +9.5% | +17.7% | -8.2% | +7.8% |
| 3M | +25.1% | +42.3% | -17.2% | +21.2% |
| 6M | -2.9% | +64.6% | -67.5% | -7.2% |
| YTD | +14.7% | +17.2% | -2.5% | +12.4% |
| 1Y | +47.4% | -4.2% | +51.6% | +46.4% |
| 3Y | +259.7% | +13.5% | +246.2% | +242.6% |
| 5Y | +227.7% | -45.5% | +273.2% | +215.5% |
| All | +475.6% | +26.3% | +449.2% | +431.7% |
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 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