+185.4%
GDX vs ESTC
-48.9%
+234.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | -0.1% | +2.0% |
| 7D | +13.6% | -11.5% | +25.1% | +14.8% |
| 30D | +2.5% | -7.5% | +10.0% | +3.2% |
| 3M | +4.4% | +23.1% | -18.7% | +1.9% |
| 6M | -5.2% | +75.3% | -80.5% | -10.7% |
| YTD | +2.1% | +14.1% | -12.0% | -0.1% |
| 1Y | +24.7% | -0.6% | +25.3% | +23.4% |
| 3Y | +211.3% | +20.8% | +190.5% | +188.5% |
| All | +185.4% | -48.9% | +234.3% | +179.4% |
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