+33.6%
ESI vs GAP
-9.4%
+43.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.1% |
| 7D | -2.3% | -6.3% | +4.0% | -1.0% |
| 30D | -9.0% | -0.2% | -8.8% | -9.4% |
| 3M | -13.3% | 0.0% | -13.3% | -13.8% |
| 6M | +5.3% | -8.1% | +13.4% | +5.3% |
| YTD | +37.6% | -16.5% | +54.1% | +41.7% |
| 1Y | +33.6% | -10.5% | +44.1% | +27.4% |
| All | +33.6% | -9.4% | +43.0% | +27.4% |
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 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