+232.7%
GLW vs ESTC
-52.1%
+284.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.2% |
| 7D | +7.7% | +2.4% | +5.3% | +7.5% |
| 30D | -18.8% | -4.2% | -14.6% | -18.4% |
| 3M | -27.7% | +2.5% | -30.2% | -28.1% |
| 6M | -44.4% | +81.5% | -125.9% | -48.4% |
| YTD | +31.3% | +16.8% | +14.4% | +27.9% |
| 1Y | +40.0% | -3.5% | +43.5% | +40.1% |
| 3Y | +339.2% | +17.7% | +321.5% | +309.8% |
| All | +232.7% | -52.1% | +284.8% | +196.3% |
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