+434.7%
GD vs ESI
+177.3%
+257.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.0% | +5.7% | -0.8% |
| 7D | -3.9% | -13.1% | +9.2% | -1.4% |
| 30D | +8.1% | -18.5% | +26.6% | +12.1% |
| 3M | -6.8% | -19.6% | +12.8% | -3.4% |
| 6M | +3.0% | -29.8% | +32.8% | +8.6% |
| YTD | +7.8% | +23.9% | -16.1% | +0.4% |
| 1Y | +5.8% | +15.0% | -9.2% | 0.0% |
| 3Y | +55.3% | +64.3% | -9.0% | +33.8% |
| 5Y | +96.7% | +26.3% | +70.3% | +75.7% |
| 10Y | +195.4% | +321.7% | -126.4% | +104.6% |
| All | +434.7% | +177.3% | +257.5% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling