+14.9%
GLXY vs ESTC
+7.3%
+7.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.2% |
| 7D | +13.4% | -8.1% | +21.5% | +15.0% |
| 30D | +38.1% | +31.7% | +6.4% | +28.4% |
| 3M | -7.3% | +41.1% | -48.4% | -15.3% |
| 6M | +8.2% | +77.1% | -68.9% | -9.2% |
| YTD | +17.8% | +21.7% | -3.9% | +15.2% |
| 1Y | +14.9% | +8.4% | +6.5% | +21.9% |
| All | +14.9% | +7.3% | +7.6% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling