-36.9%
GLXY vs ESTC
-4.3%
-32.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.2% | -5.0% |
| 7D | +5.3% | +2.4% | +2.9% | +4.6% |
| 30D | -19.8% | -4.2% | -15.6% | -18.1% |
| 3M | -31.4% | +2.5% | -33.8% | -31.5% |
| 6M | -53.3% | +81.5% | -134.8% | -62.0% |
| YTD | -35.7% | +16.8% | -52.5% | -37.1% |
| 1Y | -47.2% | -3.5% | -43.8% | -43.7% |
| All | -36.9% | -4.3% | -32.6% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling