+230.0%
GLD vs ESTC
+20.3%
+209.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.9% | +0.9% |
| 7D | +1.9% | -18.5% | +20.4% | +2.2% |
| 30D | -1.8% | -11.0% | +9.2% | -1.6% |
| 3M | -3.6% | +20.8% | -24.4% | -3.9% |
| 6M | -10.2% | +67.9% | -78.1% | -11.0% |
| YTD | -5.3% | +11.6% | -16.9% | -5.5% |
| 1Y | +2.5% | -3.3% | +5.7% | +2.4% |
| 3Y | +103.2% | +16.4% | +86.8% | +101.1% |
| 5Y | +121.1% | -49.9% | +171.0% | +120.0% |
| All | +230.0% | +20.3% | +209.7% | +225.8% |
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