+127.7%
GLD vs ESTC
+25.2%
+102.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.8% |
| 7D | -0.5% | -8.1% | +7.6% | -0.5% |
| 30D | +4.4% | +31.7% | -27.3% | +4.2% |
| 3M | -1.1% | +41.1% | -42.1% | -1.4% |
| 6M | -13.8% | +77.1% | -90.9% | -14.1% |
| YTD | +2.6% | +21.7% | -19.1% | +2.7% |
| 1Y | +24.5% | +8.4% | +16.1% | +24.7% |
| All | +127.7% | +25.2% | +102.5% | +125.4% |
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