-7.2%
GLD vs ESTC
-3.5%
-3.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -4.6% | +2.4% | -7.0% | -4.6% |
| 30D | -5.5% | -4.2% | -1.2% | -5.4% |
| 3M | -10.9% | +2.5% | -13.4% | -10.5% |
| 6M | -17.4% | +81.5% | -98.9% | -16.1% |
| YTD | -10.3% | +16.8% | -27.2% | -8.7% |
| 1Y | -7.2% | -3.5% | -3.7% | -5.0% |
| All | -7.2% | -3.5% | -3.6% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling