+198.2%
ESI vs GAP
-11.8%
+210.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +5.5% | -1.9% | +7.4% | +6.1% |
| 30D | -7.8% | -7.1% | -0.7% | -6.3% |
| 3M | -15.0% | +4.1% | -19.1% | -16.7% |
| 6M | -24.9% | +1.9% | -26.8% | -26.8% |
| YTD | +33.2% | -15.2% | +48.4% | +35.6% |
| 1Y | +24.9% | -10.6% | +35.6% | +25.2% |
| 3Y | +77.8% | +74.6% | +3.2% | +37.2% |
| 5Y | +37.1% | +3.7% | +33.5% | +14.3% |
| 10Y | +320.5% | +2.4% | +318.1% | +194.3% |
| All | +198.2% | -11.8% | +210.0% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling