+224.6%
ESI vs GAP
-6.8%
+231.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.5% | +2.8% |
| 7D | +3.3% | -4.5% | +7.8% | +4.5% |
| 30D | -5.9% | +9.0% | -14.9% | -8.6% |
| 3M | -14.1% | +5.0% | -19.1% | -16.0% |
| 6M | +6.6% | -17.8% | +24.4% | +10.2% |
| YTD | +45.0% | -10.4% | +55.4% | +46.2% |
| 1Y | +41.5% | -3.4% | +44.8% | +39.2% |
| 3Y | +78.8% | +111.5% | -32.7% | +30.6% |
| 5Y | +70.9% | +8.8% | +62.1% | +40.9% |
| 10Y | +317.1% | +32.9% | +284.2% | +169.8% |
| All | +224.6% | -6.8% | +231.4% | +127.9% |
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