+212.6%
GLW vs ESTC
-48.9%
+261.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.4% |
| 7D | -13.9% | -11.5% | -2.4% | -12.8% |
| 30D | -35.0% | -7.5% | -27.4% | -34.4% |
| 3M | -32.4% | +23.1% | -55.4% | -34.1% |
| 6M | -41.3% | +75.3% | -116.6% | -45.4% |
| YTD | +21.8% | +14.1% | +7.7% | +19.0% |
| 1Y | +21.8% | -0.6% | +22.4% | +21.1% |
| 3Y | +307.7% | +20.8% | +286.9% | +278.1% |
| All | +212.6% | -48.9% | +261.6% | +181.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling