+170.6%
GD vs ESI
+323.9%
-153.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.0% | -1.0% |
| 7D | +0.6% | +1.8% | -1.2% | +0.1% |
| 30D | +9.5% | -6.6% | +16.1% | +10.8% |
| 3M | -5.8% | -9.4% | +3.5% | -4.4% |
| 6M | +7.7% | -24.1% | +31.9% | +13.2% |
| YTD | +11.1% | +37.1% | -26.1% | -2.0% |
| 1Y | +6.1% | +24.5% | -18.5% | -4.0% |
| 3Y | +59.8% | +83.2% | -23.3% | +25.6% |
| 5Y | +104.6% | +44.0% | +60.7% | +68.7% |
| 10Y | +170.6% | +332.8% | -162.3% | +57.2% |
| All | +170.6% | +323.9% | -153.3% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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