-55.2%
GLXY vs ESTC
+1.6%
-56.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -0.9% | -16.1% | -16.8% |
| 7D | -26.8% | -15.9% | -11.0% | -23.7% |
| 30D | -38.3% | -5.5% | -32.8% | -37.1% |
| 3M | -36.9% | +26.2% | -63.1% | -40.1% |
| 6M | -52.1% | +77.0% | -129.1% | -59.3% |
| YTD | -37.5% | +18.9% | -56.4% | -37.5% |
| 1Y | -55.2% | +1.3% | -56.5% | -51.8% |
| All | -55.2% | +1.6% | -56.7% | -51.8% |
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 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