+314.0%
ESI vs GAP
+30.3%
+283.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | 0.0% |
| 7D | +3.9% | -3.2% | +7.1% | +4.8% |
| 30D | -3.8% | -0.7% | -3.1% | -4.2% |
| 3M | -13.1% | -0.5% | -12.7% | -13.9% |
| 6M | +11.3% | -5.0% | +16.3% | +10.8% |
| YTD | +44.1% | -14.7% | +58.8% | +47.0% |
| 1Y | +40.3% | -8.6% | +49.0% | +40.2% |
| 3Y | +84.1% | +108.4% | -24.3% | +36.2% |
| 5Y | +75.8% | +5.8% | +70.0% | +46.8% |
| All | +314.0% | +30.3% | +283.7% | +187.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling