+5.9%
GD vs ESI
+16.5%
-10.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.6% | -0.8% |
| 7D | -5.0% | -8.5% | +3.5% | -4.5% |
| 30D | +8.9% | -15.7% | +24.6% | +9.9% |
| 3M | -8.0% | -18.2% | +10.2% | -6.9% |
| 6M | +2.9% | -28.8% | +31.7% | +4.5% |
| YTD | +7.1% | +26.3% | -19.2% | -3.3% |
| 1Y | +5.9% | +18.2% | -12.3% | -3.1% |
| All | +5.9% | +16.5% | -10.6% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling