+236.3%
GDXJ vs ESTC
-46.4%
+282.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | +0.9% | -3.3% | +4.3% | +1.3% |
| 30D | +8.8% | +13.4% | -4.6% | +6.6% |
| 3M | +29.8% | +41.3% | -11.5% | +23.4% |
| 6M | -5.8% | +62.6% | -68.4% | -12.4% |
| YTD | +13.6% | +14.8% | -1.2% | +10.1% |
| 1Y | +54.5% | -5.1% | +59.5% | +53.0% |
| 3Y | +301.4% | +11.2% | +290.2% | +268.3% |
| 5Y | +236.3% | -47.0% | +283.3% | +227.8% |
| All | +236.3% | -46.4% | +282.7% | +227.8% |
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 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