+342.1%
GLW vs ESTC
-46.4%
+388.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +6.1% |
| 7D | +3.8% | -8.1% | +11.9% | +4.5% |
| 30D | -1.3% | +31.7% | -33.0% | -4.6% |
| 3M | -21.8% | +41.1% | -62.9% | -25.0% |
| 6M | +6.9% | +77.1% | -70.2% | -1.0% |
| YTD | +77.2% | +21.7% | +55.5% | +71.8% |
| 1Y | +123.2% | +8.4% | +114.9% | +119.2% |
| 3Y | +400.0% | +23.6% | +376.4% | +362.1% |
| All | +342.1% | -46.4% | +388.5% | +308.2% |
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 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