+54.9%
GD vs ESI
+64.8%
-9.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.0% | +5.7% | -1.3% |
| 7D | -3.9% | -13.1% | +9.2% | -2.3% |
| 30D | +8.1% | -18.5% | +26.6% | +10.7% |
| 3M | -6.8% | -19.6% | +12.8% | -4.5% |
| 6M | +3.0% | -29.8% | +32.8% | +6.8% |
| YTD | +7.8% | +23.9% | -16.1% | -0.3% |
| 1Y | +5.8% | +15.0% | -9.2% | -0.8% |
| All | +54.9% | +64.8% | -9.9% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling