+21.8%
GLW vs ESTC
-2.5%
+24.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.9% |
| 7D | -13.9% | -11.5% | -2.4% | -15.4% |
| 30D | -35.0% | -7.5% | -27.4% | -35.5% |
| 3M | -32.4% | +23.1% | -55.4% | -28.7% |
| 6M | -41.3% | +75.3% | -116.6% | -32.9% |
| YTD | +21.8% | +14.1% | +7.7% | +39.6% |
| 1Y | +21.8% | -0.6% | +22.4% | +40.4% |
| All | +21.8% | -2.5% | +24.3% | +40.4% |
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