+434.9%
GDX vs ESTC
+28.9%
+406.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.9% | -0.4% | +4.0% |
| 7D | +15.6% | -1.2% | +16.7% | +15.6% |
| 30D | +2.4% | -8.1% | +10.6% | +3.0% |
| 3M | +1.7% | +20.2% | -18.4% | 0.0% |
| 6M | -3.3% | +72.7% | -76.1% | -7.8% |
| YTD | +6.6% | +19.6% | -13.0% | +4.2% |
| 1Y | +27.0% | +0.3% | +26.7% | +25.7% |
| 3Y | +243.4% | +22.8% | +220.6% | +225.0% |
| 5Y | +194.2% | -50.9% | +245.1% | +184.4% |
| All | +434.9% | +28.9% | +406.0% | +393.0% |
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