-21.1%
GIS vs ESI
+312.8%
-333.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -6.4% | -4.6% | -1.7% | -6.3% |
| 30D | -6.1% | -10.5% | +4.4% | -5.9% |
| 3M | +7.8% | -19.8% | +27.6% | +8.3% |
| 6M | -8.8% | +5.8% | -14.6% | -9.7% |
| YTD | -19.1% | +38.3% | -57.4% | -21.0% |
| 1Y | -24.8% | +31.5% | -56.3% | -26.4% |
| 3Y | -37.6% | +80.7% | -118.2% | -40.6% |
| 5Y | -25.4% | +69.4% | -94.9% | -29.3% |
| All | -21.1% | +312.8% | -333.8% | -31.3% |
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 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