+570.3%
GH vs ESI
+79.1%
+491.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | +0.6% | +5.5% | -5.0% | -1.5% |
| 30D | -6.9% | -7.8% | +0.8% | -4.1% |
| 3M | -4.9% | -15.0% | +10.1% | +0.4% |
| 6M | +54.1% | -24.9% | +79.0% | +67.5% |
| YTD | +48.5% | +33.2% | +15.3% | +20.4% |
| 1Y | +61.2% | +24.9% | +36.2% | +34.3% |
| 3Y | +570.3% | +77.8% | +492.6% | +263.1% |
| All | +570.3% | +79.1% | +491.3% | +263.1% |
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 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