+218.4%
GLDM vs ESTC
+27.2%
+191.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -2.8% |
| 7D | -5.5% | +5.8% | -11.3% | -5.6% |
| 30D | -7.0% | -5.6% | -1.4% | -6.9% |
| 3M | -12.3% | +15.4% | -27.7% | -12.5% |
| 6M | -17.9% | +77.8% | -95.7% | -18.6% |
| YTD | -10.3% | +18.1% | -28.3% | -10.6% |
| 1Y | -7.8% | -3.7% | -4.1% | -7.8% |
| 3Y | +99.5% | +16.9% | +82.6% | +97.6% |
| 5Y | +106.5% | -51.2% | +157.7% | +105.4% |
| All | +218.4% | +27.2% | +191.1% | +215.0% |
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 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