+418.5%
GDXJ vs ESTC
+31.2%
+387.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -2.0% |
| 7D | +0.2% | -8.1% | +8.3% | +1.1% |
| 30D | +17.9% | +31.7% | -13.8% | +13.8% |
| 3M | +15.3% | +41.1% | -25.7% | +10.3% |
| 6M | -9.4% | +77.1% | -86.5% | -16.0% |
| YTD | +13.4% | +21.7% | -8.3% | +9.5% |
| 1Y | +59.7% | +8.4% | +51.3% | +55.7% |
| 3Y | +283.6% | +23.6% | +260.0% | +253.4% |
| 5Y | +217.6% | -46.5% | +264.1% | +205.1% |
| All | +418.5% | +31.2% | +387.4% | +351.0% |
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 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