-23.6%
GEV vs ESI
-24.7%
+1.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.9% |
| 7D | +6.2% | +8.3% | -2.1% | -0.1% |
| 30D | -18.4% | -10.4% | -8.0% | -11.3% |
| 3M | -21.2% | -13.2% | -8.1% | -12.5% |
| 6M | -23.6% | -23.9% | +0.3% | -6.8% |
| All | -23.6% | -24.7% | +1.2% | -6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling