+228.9%
GDX vs ESTC
-46.4%
+275.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.8% |
| 7D | -0.4% | -8.1% | +7.7% | +0.3% |
| 30D | +18.6% | +31.7% | -13.1% | +15.3% |
| 3M | +14.9% | +41.1% | -26.2% | +10.8% |
| 6M | -6.3% | +77.1% | -83.3% | -11.8% |
| YTD | +15.7% | +21.7% | -6.0% | +12.6% |
| 1Y | +54.8% | +8.4% | +46.5% | +52.0% |
| 3Y | +253.4% | +23.6% | +229.8% | +227.4% |
| All | +228.9% | -46.4% | +275.2% | +214.5% |
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