-46.4%
GFS vs ESI
-29.2%
-17.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +4.5% |
| 7D | -7.8% | -8.5% | +0.7% | +0.1% |
| 30D | -19.7% | -15.7% | -4.0% | -6.6% |
| 3M | -23.1% | -18.2% | -4.9% | -8.1% |
| 6M | -46.4% | -28.8% | -17.5% | -25.1% |
| All | -46.4% | -29.2% | -17.2% | -25.1% |
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 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