+401.3%
GH vs ESI
+214.2%
+187.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.3% |
| 7D | -0.1% | +3.3% | -3.4% | -1.9% |
| 30D | -1.1% | -5.9% | +4.8% | +1.6% |
| 3M | +21.3% | -14.1% | +35.4% | +28.0% |
| 6M | +73.5% | +6.6% | +67.0% | +60.2% |
| YTD | +58.0% | +45.0% | +13.0% | +22.0% |
| 1Y | +163.1% | +41.5% | +121.6% | +102.9% |
| 3Y | +361.0% | +78.8% | +282.3% | +203.4% |
| 5Y | +22.5% | +70.9% | -48.3% | -17.9% |
| All | +401.3% | +214.2% | +187.1% | +121.7% |
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