+295.3%
ESI vs GAP
+27.6%
+267.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.0% |
| 7D | -2.3% | -6.3% | +4.0% | -0.7% |
| 30D | -9.0% | -0.2% | -8.8% | -9.5% |
| 3M | -13.3% | 0.0% | -13.3% | -14.1% |
| 6M | +5.3% | -8.1% | +13.4% | +5.7% |
| YTD | +37.6% | -16.5% | +54.1% | +41.2% |
| 1Y | +33.6% | -10.5% | +44.1% | +34.2% |
| 3Y | +75.8% | +104.0% | -28.2% | +30.8% |
| 5Y | +68.6% | +6.8% | +61.8% | +40.3% |
| All | +295.3% | +27.6% | +267.8% | +176.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling