+480.5%
GDX vs ESTC
+31.2%
+449.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.9% |
| 7D | -0.4% | -8.1% | +7.7% | +0.2% |
| 30D | +18.6% | +31.7% | -13.1% | +15.8% |
| 3M | +14.9% | +41.1% | -26.2% | +11.5% |
| 6M | -6.3% | +77.1% | -83.3% | -10.9% |
| YTD | +15.7% | +21.7% | -6.0% | +13.1% |
| 1Y | +54.8% | +8.4% | +46.5% | +52.3% |
| 3Y | +253.4% | +23.6% | +229.8% | +234.3% |
| 5Y | +219.7% | -46.5% | +266.1% | +207.7% |
| All | +480.5% | +31.2% | +449.4% | +434.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling