-12.1%
GFS vs ESI
+56.5%
-68.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.8% |
| 7D | -5.3% | -6.6% | +1.3% | 0.0% |
| 30D | -15.8% | -9.8% | -6.0% | -8.8% |
| 3M | -18.6% | -11.9% | -6.7% | -10.7% |
| 6M | -45.0% | -25.1% | -19.9% | -31.3% |
| YTD | +16.8% | +31.9% | -15.1% | -6.1% |
| 1Y | +17.8% | +19.2% | -1.4% | +1.9% |
| 3Y | -21.5% | +76.2% | -97.7% | -52.8% |
| 5Y | -29.3% | +39.4% | -68.7% | -49.0% |
| All | -12.1% | +56.5% | -68.6% | -40.1% |
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