-30.0%
GLXY vs ESTC
-5.2%
-24.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.1% | +13.1% | +13.2% |
| 7D | +14.3% | -2.6% | +17.0% | +15.3% |
| 30D | -19.6% | -8.6% | -11.0% | -16.9% |
| 3M | -20.7% | +14.4% | -35.0% | -23.6% |
| 6M | -49.6% | +73.3% | -122.9% | -58.2% |
| YTD | -28.6% | +15.7% | -44.3% | -30.0% |
| 1Y | -48.0% | -7.6% | -40.5% | -43.5% |
| All | -30.0% | -5.2% | -24.7% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling