+404.0%
GDXJ vs ESTC
+19.1%
+384.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -2.8% | -9.2% | +6.4% | -1.8% |
| 30D | +5.0% | +8.1% | -3.1% | +3.6% |
| 3M | +24.1% | +38.5% | -14.4% | +18.8% |
| 6M | -7.4% | +57.8% | -65.1% | -12.9% |
| YTD | +10.2% | +10.5% | -0.3% | +7.6% |
| 1Y | +42.5% | -6.4% | +48.9% | +41.4% |
| 3Y | +285.7% | +4.7% | +281.1% | +262.6% |
| 5Y | +231.9% | -47.8% | +279.6% | +220.2% |
| All | +404.0% | +19.1% | +384.8% | +343.0% |
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