-16.4%
GFS vs ESI
+49.8%
-66.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +4.8% |
| 7D | -7.8% | -8.5% | +0.7% | -1.1% |
| 30D | -19.7% | -15.7% | -4.0% | -8.5% |
| 3M | -23.1% | -18.2% | -4.9% | -10.7% |
| 6M | -46.4% | -28.8% | -17.5% | -30.4% |
| YTD | +11.0% | +26.3% | -15.2% | -7.7% |
| 1Y | +12.6% | +18.2% | -5.6% | -2.1% |
| 3Y | -24.9% | +68.1% | -93.1% | -53.2% |
| 5Y | -39.1% | +28.8% | -67.8% | -53.5% |
| All | -16.4% | +49.8% | -66.3% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling