+88.3%
ESI vs GAP
+108.0%
-19.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.3% |
| 7D | +3.9% | -3.2% | +7.1% | +4.5% |
| 30D | -3.8% | -0.7% | -3.1% | -4.0% |
| 3M | -13.1% | -0.5% | -12.7% | -13.6% |
| 6M | +11.3% | -5.0% | +16.3% | +11.0% |
| YTD | +44.1% | -14.7% | +58.8% | +46.7% |
| 1Y | +40.3% | -8.6% | +49.0% | +40.4% |
| All | +88.3% | +108.0% | -19.7% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling