+310.4%
GLW vs ESTC
+28.9%
+281.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.9% | +4.4% | +8.5% |
| 7D | -5.9% | -1.2% | -4.7% | -5.6% |
| 30D | -26.0% | -8.1% | -17.9% | -25.0% |
| 3M | -29.9% | +20.2% | -50.1% | -32.3% |
| 6M | -37.8% | +72.7% | -110.5% | -43.7% |
| YTD | +33.1% | +19.6% | +13.5% | +26.5% |
| 1Y | +36.8% | +0.3% | +36.6% | +33.9% |
| 3Y | +356.1% | +22.8% | +333.3% | +306.5% |
| 5Y | +243.8% | -50.9% | +294.7% | +248.1% |
| All | +310.4% | +28.9% | +281.4% | +169.8% |
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