+296.1%
GDXJ vs ESTC
+11.7%
+284.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.9% |
| 7D | +4.3% | -4.3% | +8.6% | +4.6% |
| 30D | +8.4% | +17.7% | -9.3% | +6.8% |
| 3M | +25.5% | +42.3% | -16.8% | +21.6% |
| 6M | -6.3% | +64.6% | -70.9% | -10.4% |
| YTD | +12.1% | +17.2% | -5.1% | +10.1% |
| 1Y | +51.1% | -4.2% | +55.3% | +50.6% |
| 3Y | +296.1% | +13.5% | +282.6% | +276.9% |
| All | +296.1% | +11.7% | +284.3% | +276.9% |
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 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