+296.9%
GLW vs ESTC
+24.6%
+272.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.8% |
| 7D | -11.1% | -3.6% | -7.5% | -10.5% |
| 30D | -28.4% | -11.2% | -17.3% | -27.1% |
| 3M | -28.8% | +14.3% | -43.1% | -30.7% |
| 6M | -39.8% | +67.0% | -106.8% | -45.2% |
| YTD | +28.7% | +15.7% | +13.1% | +23.0% |
| 1Y | +27.7% | -6.3% | +34.0% | +26.4% |
| 3Y | +331.3% | +14.5% | +316.8% | +289.2% |
| 5Y | +233.4% | -49.9% | +283.3% | +235.1% |
| All | +296.9% | +24.6% | +272.2% | +162.2% |
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