+6.9%
GLW vs ESTC
+74.7%
-67.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +4.4% |
| 7D | +3.8% | -8.1% | +11.9% | +1.2% |
| 30D | -1.3% | +31.7% | -33.0% | +9.2% |
| 3M | -21.8% | +41.1% | -62.9% | -9.9% |
| 6M | +6.9% | +77.1% | -70.2% | +39.9% |
| All | +6.9% | +74.7% | -67.8% | +39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling