+224.6%
ESI vs GPC
+156.8%
+67.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.3% |
| 7D | +3.3% | +1.2% | +2.1% | +2.7% |
| 30D | -5.9% | +6.0% | -11.8% | -8.9% |
| 3M | -14.1% | +42.6% | -56.7% | -31.0% |
| 6M | +6.6% | +22.8% | -16.2% | -7.3% |
| YTD | +45.0% | +15.5% | +29.6% | +28.8% |
| 1Y | +41.5% | +2.0% | +39.4% | +35.1% |
| 3Y | +78.8% | -1.4% | +80.2% | +65.8% |
| 5Y | +70.9% | +30.6% | +40.3% | +30.6% |
| 10Y | +317.1% | +80.6% | +236.5% | +153.9% |
| All | +224.6% | +156.8% | +67.8% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling