-17.4%
GIS vs ESI
+27.8%
-45.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.6% | +9.8% | +4.2% |
| 7D | +8.5% | -6.6% | +15.0% | +7.1% |
| 30D | +15.3% | -10.9% | +26.2% | +13.3% |
| 3M | +0.9% | -13.8% | +14.8% | -1.0% |
| 6M | +7.9% | -21.5% | +29.5% | +4.7% |
| YTD | -17.6% | +34.7% | -52.3% | -16.8% |
| 1Y | -17.4% | +24.9% | -42.3% | -16.8% |
| All | -17.4% | +27.8% | -45.2% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling