+264.6%
GLDM vs ESTC
+31.2%
+233.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.8% |
| 7D | -0.5% | -8.1% | +7.6% | -0.4% |
| 30D | +4.4% | +31.7% | -27.3% | +4.0% |
| 3M | -1.1% | +41.1% | -42.1% | -1.6% |
| 6M | -13.7% | +77.1% | -90.7% | -14.4% |
| YTD | +2.8% | +21.7% | -18.9% | +2.4% |
| 1Y | +24.8% | +8.4% | +16.5% | +24.6% |
| 3Y | +127.8% | +23.6% | +104.2% | +125.5% |
| 5Y | +141.1% | -46.5% | +187.6% | +139.7% |
| All | +264.6% | +31.2% | +233.5% | +260.6% |
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