+362.7%
GLW vs ESTC
+13.7%
+349.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.4% | +7.4% |
| 7D | +1.4% | -2.6% | +4.1% | +1.6% |
| 30D | -18.2% | -8.6% | -9.6% | -17.8% |
| 3M | -24.2% | +14.4% | -38.5% | -24.7% |
| 6M | -41.7% | +73.3% | -115.0% | -43.6% |
| YTD | +38.3% | +15.7% | +22.6% | +39.1% |
| 1Y | +38.2% | -7.6% | +45.8% | +43.2% |
| All | +362.7% | +13.7% | +349.0% | +367.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling