+393.9%
GH vs ESI
+198.1%
+195.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | 0.0% |
| 7D | -1.2% | -2.3% | +1.1% | -0.1% |
| 30D | -3.7% | -9.0% | +5.4% | +0.7% |
| 3M | +21.7% | -13.3% | +34.9% | +27.5% |
| 6M | +75.7% | +5.3% | +70.5% | +63.4% |
| YTD | +55.7% | +37.6% | +18.1% | +23.4% |
| 1Y | +181.1% | +33.6% | +147.5% | +123.2% |
| 3Y | +371.6% | +75.8% | +295.8% | +212.2% |
| 5Y | +23.2% | +68.6% | -45.4% | -16.7% |
| All | +393.9% | +198.1% | +195.8% | +124.2% |
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