+17.5%
GFS vs ESI
+19.1%
-1.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.1% | -0.2% | +1.1% |
| 7D | -3.1% | -3.5% | +0.3% | -0.3% |
| 30D | -16.0% | -9.3% | -6.8% | -9.8% |
| 3M | -24.7% | -12.8% | -11.9% | -17.0% |
| 6M | -45.1% | -24.6% | -20.5% | -32.6% |
| YTD | +16.5% | +32.7% | -16.3% | +5.1% |
| All | +17.5% | +19.1% | -1.6% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling