+436.7%
GD vs ESI
+224.6%
+212.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.3% |
| 7D | -5.3% | +3.3% | -8.6% | -5.9% |
| 30D | -6.4% | -5.9% | -0.6% | -5.4% |
| 3M | +5.7% | -14.1% | +19.8% | +8.0% |
| 6M | -0.9% | +6.6% | -7.5% | -3.8% |
| YTD | +8.2% | +45.0% | -36.9% | -1.7% |
| 1Y | +13.4% | +41.5% | -28.0% | +3.3% |
| 3Y | +68.5% | +78.8% | -10.3% | +43.5% |
| 5Y | +97.2% | +70.9% | +26.3% | +66.4% |
| 10Y | +190.2% | +317.1% | -126.9% | +99.1% |
| All | +436.7% | +224.6% | +212.1% | +276.3% |
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