+221.5%
GDXJ vs ESTC
+14.8%
+206.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -8.1% | +2.4% | -10.5% | -8.3% |
| 30D | -5.5% | -4.2% | -1.2% | -5.2% |
| 3M | -14.6% | +2.5% | -17.0% | -14.8% |
| 6M | -23.2% | +81.5% | -104.7% | -26.9% |
| YTD | -13.0% | +16.8% | -29.8% | -14.4% |
| 1Y | +2.8% | -3.5% | +6.2% | +2.5% |
| 3Y | +221.5% | +17.7% | +203.8% | +208.2% |
| All | +221.5% | +14.8% | +206.7% | +208.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling