+41.5%
ESI vs GAP
+1.5%
+40.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.5% | +2.8% |
| 7D | +3.3% | -4.5% | +7.8% | +4.2% |
| 30D | -5.9% | +9.0% | -14.9% | -8.1% |
| 3M | -14.1% | +5.0% | -19.1% | -15.3% |
| 6M | +6.6% | -17.8% | +24.4% | +12.7% |
| YTD | +45.0% | -10.4% | +55.4% | +47.3% |
| 1Y | +41.5% | -3.4% | +44.8% | +32.2% |
| All | +41.5% | +1.5% | +40.0% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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