+377.4%
GH vs ESI
+82.9%
+294.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | -2.1% | +5.4% | -7.5% | -4.2% |
| 30D | -4.5% | -4.2% | -0.3% | -3.0% |
| 3M | +28.9% | -9.6% | +38.5% | +31.0% |
| 6M | +76.5% | +18.3% | +58.2% | +55.6% |
| YTD | +57.6% | +45.8% | +11.8% | +23.1% |
| 1Y | +167.5% | +39.2% | +128.4% | +111.4% |
| 3Y | +377.4% | +86.3% | +291.1% | +179.3% |
| All | +377.4% | +82.9% | +294.5% | +179.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling