+234.2%
GLDM vs ESTC
+23.0%
+211.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.8% |
| 7D | +4.7% | -11.5% | +16.2% | +4.8% |
| 30D | -0.9% | -7.5% | +6.7% | -0.8% |
| 3M | -4.3% | +23.1% | -27.4% | -4.6% |
| 6M | -13.4% | +75.3% | -88.7% | -14.1% |
| YTD | -5.8% | +14.1% | -19.9% | -6.1% |
| 1Y | +2.1% | -0.6% | +2.6% | +2.0% |
| 3Y | +105.0% | +20.8% | +84.2% | +103.0% |
| 5Y | +122.5% | -48.8% | +171.2% | +121.3% |
| All | +234.2% | +23.0% | +211.2% | +230.8% |
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 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