+222.6%
ESI vs GFI
+1,245.0%
-1,022.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.2% |
| 7D | +3.9% | +4.7% | -0.8% | +3.7% |
| 30D | -3.8% | +14.4% | -18.2% | -4.5% |
| 3M | -13.1% | +32.5% | -45.6% | -14.5% |
| 6M | +11.3% | -7.2% | +18.5% | +11.2% |
| YTD | +44.1% | +10.9% | +33.2% | +42.9% |
| 1Y | +40.3% | +35.5% | +4.9% | +37.9% |
| 3Y | +84.1% | +312.1% | -228.1% | +72.1% |
| 5Y | +75.8% | +524.6% | -448.8% | +60.6% |
| 10Y | +320.7% | +1,092.7% | -772.0% | +274.0% |
| All | +222.6% | +1,245.0% | -1,022.5% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling