+234.1%
GLDM vs ESTC
+28.1%
+206.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.5% | +3.7% |
| 7D | -0.3% | -15.9% | +15.6% | 0.0% |
| 30D | -1.9% | -5.5% | +3.7% | -1.8% |
| 3M | -0.4% | +26.2% | -26.6% | -0.7% |
| 6M | -10.1% | +77.0% | -87.1% | -10.8% |
| YTD | -5.8% | +18.9% | -24.7% | -6.2% |
| 1Y | +3.1% | +1.3% | +1.8% | +3.0% |
| 3Y | +103.4% | +24.0% | +79.4% | +101.3% |
| 5Y | +125.5% | -47.7% | +173.2% | +124.2% |
| All | +234.1% | +28.1% | +206.0% | +230.5% |
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 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