+627.7%
GEV vs ESI
+48.1%
+579.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.4% |
| 7D | +3.2% | +3.9% | -0.8% | +0.8% |
| 30D | -4.0% | -3.8% | -0.2% | -1.7% |
| 3M | +3.4% | -13.1% | +16.5% | +12.6% |
| 6M | +14.7% | +11.3% | +3.4% | +5.9% |
| YTD | +45.8% | +44.1% | +1.7% | +12.1% |
| 1Y | +57.4% | +40.3% | +17.0% | +22.8% |
| All | +627.7% | +48.1% | +579.6% | +463.5% |
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 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