+236.9%
GLDM vs ESTC
+20.3%
+216.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +7.0% | +0.9% |
| 7D | +1.9% | -18.5% | +20.4% | +2.2% |
| 30D | -1.7% | -11.0% | +9.3% | -1.5% |
| 3M | -3.5% | +20.8% | -24.3% | -3.8% |
| 6M | -10.1% | +67.9% | -78.0% | -10.8% |
| YTD | -5.0% | +11.6% | -16.7% | -5.3% |
| 1Y | +2.8% | -3.3% | +6.0% | +2.7% |
| 3Y | +105.1% | +16.4% | +88.7% | +103.2% |
| 5Y | +124.3% | -49.9% | +174.2% | +123.1% |
| All | +236.9% | +20.3% | +216.6% | +233.5% |
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