-10.3%
GFS vs ESI
+58.1%
-68.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.2% |
| 7D | +7.4% | +5.5% | +1.9% | +3.2% |
| 30D | -15.3% | -7.8% | -7.5% | -9.5% |
| 3M | -21.1% | -15.0% | -6.1% | -11.0% |
| 6M | -44.5% | -24.9% | -19.6% | -30.8% |
| YTD | +19.2% | +33.2% | -14.0% | -4.8% |
| 1Y | +27.2% | +24.9% | +2.3% | +6.1% |
| 3Y | -20.1% | +77.8% | -97.9% | -52.2% |
| 5Y | -25.6% | +37.1% | -62.7% | -45.8% |
| All | -10.3% | +58.1% | -68.4% | -39.3% |
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 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