+297.3%
ESI vs GWRE
+131.0%
+166.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -4.6% | -13.2% | +8.6% | -1.1% |
| 30D | -10.5% | -18.6% | +8.1% | -7.0% |
| 3M | -19.8% | +18.9% | -38.7% | -27.0% |
| 6M | +5.8% | -11.0% | +16.8% | +3.3% |
| YTD | +38.3% | -29.9% | +68.2% | +45.4% |
| 1Y | +31.5% | -44.3% | +75.9% | +50.3% |
| 3Y | +80.7% | +51.7% | +29.0% | +31.2% |
| 5Y | +69.4% | +15.4% | +54.0% | +33.4% |
| All | +297.3% | +131.0% | +166.3% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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