+22.2%
ESI vs GPC
0.0%
+22.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | +8.3% | -1.3% | +9.6% | +8.5% |
| 30D | -10.4% | -6.0% | -4.4% | -9.9% |
| 3M | -13.2% | -7.6% | -5.5% | -12.5% |
| 6M | -23.9% | +24.2% | -48.1% | -28.9% |
| YTD | +34.2% | +2.7% | +31.5% | +19.2% |
| 1Y | +22.2% | +0.2% | +22.1% | +12.0% |
| All | +22.2% | 0.0% | +22.2% | +12.0% |
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