+197.1%
ESI vs GPC
+133.7%
+63.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +3.9% |
| 7D | -3.5% | +0.8% | -4.3% | -3.9% |
| 30D | -9.3% | -1.1% | -8.2% | -9.2% |
| 3M | -12.8% | -6.6% | -6.2% | -10.1% |
| 6M | -24.6% | +22.2% | -46.8% | -34.6% |
| YTD | +32.7% | +5.1% | +27.7% | +23.4% |
| 1Y | +20.3% | +2.8% | +17.5% | +13.3% |
| 3Y | +80.2% | +2.4% | +77.8% | +62.0% |
| 5Y | +40.0% | +7.8% | +32.2% | +19.2% |
| 10Y | +310.8% | +87.2% | +223.5% | +133.5% |
| All | +197.1% | +133.7% | +63.5% | +56.8% |
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