-2.4%
GFS vs ESI
+72.1%
-74.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | -0.7% |
| 7D | +1.0% | +3.3% | -2.3% | -1.5% |
| 30D | -8.6% | -5.9% | -2.7% | -4.3% |
| 3M | -46.5% | -14.1% | -32.5% | -39.7% |
| 6M | -4.8% | +6.6% | -11.4% | -8.7% |
| YTD | +29.7% | +45.0% | -15.4% | -2.7% |
| 1Y | +35.8% | +41.5% | -5.6% | +2.9% |
| 3Y | -18.3% | +78.8% | -97.1% | -51.1% |
| All | -2.4% | +72.1% | -74.5% | -38.0% |
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