-33.4%
GLXY vs ESTC
-3.3%
-30.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.0% | -7.0% | -5.5% |
| 7D | +16.9% | +5.8% | +11.2% | +15.1% |
| 30D | -23.0% | -5.6% | -17.4% | -21.1% |
| 3M | -28.0% | +15.4% | -43.4% | -30.8% |
| 6M | -51.6% | +77.8% | -129.4% | -60.3% |
| YTD | -32.1% | +18.1% | -50.2% | -33.8% |
| 1Y | -51.5% | -3.7% | -47.8% | -48.0% |
| All | -33.4% | -3.3% | -30.1% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling