+150.7%
GDX vs ESTC
-52.1%
+202.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -6.8% | +2.4% | -9.2% | -7.0% |
| 30D | -2.1% | -4.2% | +2.1% | -1.8% |
| 3M | -7.5% | +2.5% | -10.0% | -8.0% |
| 6M | -15.2% | +81.5% | -96.7% | -20.3% |
| YTD | -4.8% | +16.8% | -21.7% | -7.1% |
| 1Y | +6.7% | -3.5% | +10.2% | +6.0% |
| 3Y | +212.7% | +17.7% | +195.0% | +191.2% |
| All | +150.7% | -52.1% | +202.8% | +145.9% |
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