+68.6%
ESI vs GFI
+524.1%
-455.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -4.6% | -4.9% | +0.2% | -4.1% |
| 30D | -10.5% | +10.7% | -21.2% | -11.5% |
| 3M | -19.8% | +25.6% | -45.4% | -22.0% |
| 6M | +5.8% | -8.3% | +14.1% | +5.7% |
| YTD | +38.3% | +6.3% | +32.0% | +36.5% |
| 1Y | +31.5% | +22.1% | +9.4% | +28.4% |
| 3Y | +80.7% | +289.2% | -208.5% | +58.9% |
| All | +68.6% | +524.1% | -455.5% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling