-7.3%
GFS vs ESI
+62.7%
-70.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.0% | +1.5% | +2.5% |
| 7D | +6.2% | +1.8% | +4.4% | +5.1% |
| 30D | -11.4% | -6.6% | -4.8% | -6.5% |
| 3M | -15.5% | -9.4% | -6.1% | -9.1% |
| 6M | -42.6% | -24.1% | -18.5% | -29.1% |
| YTD | +23.2% | +37.1% | -13.9% | -3.8% |
| 1Y | +23.6% | +24.5% | -1.0% | +3.4% |
| 3Y | -17.2% | +83.2% | -100.4% | -51.6% |
| 5Y | -23.4% | +44.0% | -67.4% | -46.1% |
| All | -7.3% | +62.7% | -70.0% | -38.6% |
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