+233.5%
GLD vs ESTC
+28.9%
+204.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +1.8% |
| 7D | +4.9% | -1.2% | +6.1% | +5.0% |
| 30D | -1.3% | -8.1% | +6.8% | -1.2% |
| 3M | -4.8% | +20.2% | -24.9% | -5.1% |
| 6M | -12.5% | +72.7% | -85.3% | -13.3% |
| YTD | -4.2% | +19.6% | -23.9% | -4.6% |
| 1Y | +3.0% | +0.3% | +2.8% | +2.9% |
| 3Y | +109.1% | +22.8% | +86.3% | +106.8% |
| 5Y | +121.6% | -50.9% | +172.4% | +120.5% |
| All | +233.5% | +28.9% | +204.6% | +229.0% |
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