+123.2%
GLW vs ESTC
+7.3%
+116.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +4.9% |
| 7D | +3.8% | -8.1% | +11.9% | +2.3% |
| 30D | -1.3% | +31.7% | -33.0% | +4.1% |
| 3M | -21.8% | +41.1% | -62.9% | -15.7% |
| 6M | +6.9% | +77.1% | -70.2% | +21.6% |
| YTD | +77.2% | +21.7% | +55.5% | +100.7% |
| 1Y | +123.2% | +8.4% | +114.9% | +159.1% |
| All | +123.2% | +7.3% | +116.0% | +159.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling