+606.9%
GEV vs ESI
+41.4%
+565.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -0.1% |
| 7D | -1.9% | -2.3% | +0.4% | -0.5% |
| 30D | -8.7% | -9.0% | +0.3% | -3.2% |
| 3M | +6.6% | -13.3% | +19.9% | +16.2% |
| 6M | +10.2% | +5.3% | +4.9% | +5.3% |
| YTD | +41.6% | +37.6% | +4.0% | +12.0% |
| 1Y | +43.9% | +33.6% | +10.3% | +15.7% |
| All | +606.9% | +41.4% | +565.5% | +462.9% |
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