-10.2%
GLD vs ESTC
+64.8%
-75.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.9% | +0.9% |
| 7D | +1.9% | -18.5% | +20.4% | +2.4% |
| 30D | -1.8% | -11.0% | +9.2% | -1.4% |
| 3M | -3.6% | +20.8% | -24.4% | -4.0% |
| 6M | -10.2% | +67.9% | -78.1% | -12.2% |
| All | -10.2% | +64.8% | -75.0% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling