+41.5%
ESI vs GPC
+0.2%
+41.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | +3.3% | +0.4% | +2.9% | +3.3% |
| 30D | -5.9% | +5.1% | -11.0% | -6.5% |
| 3M | -14.1% | +41.5% | -55.6% | -21.5% |
| 6M | +6.6% | +21.8% | -15.2% | +0.7% |
| YTD | +45.0% | +14.6% | +30.5% | +32.0% |
| 1Y | +41.5% | +1.3% | +40.2% | +37.4% |
| All | +41.5% | +0.2% | +41.3% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling