+306.8%
ESI vs GPC
+79.8%
+226.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +2.0% |
| 7D | +5.4% | +0.2% | +5.2% | +5.2% |
| 30D | -4.2% | -0.4% | -3.8% | -4.2% |
| 3M | -9.6% | +39.2% | -48.8% | -25.4% |
| 6M | +18.3% | +18.2% | +0.1% | +6.0% |
| YTD | +45.8% | +12.1% | +33.7% | +32.6% |
| 1Y | +39.2% | -0.7% | +39.8% | +35.2% |
| 3Y | +86.3% | -1.7% | +87.9% | +73.7% |
| 5Y | +76.2% | +29.3% | +46.9% | +38.1% |
| 10Y | +306.8% | +80.7% | +226.1% | +172.1% |
| All | +306.8% | +79.8% | +226.9% | +172.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling