-34.4%
GIS vs ESI
+83.5%
-117.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.5% |
| 7D | -8.3% | +5.4% | -13.7% | -7.8% |
| 30D | +2.2% | -4.2% | +6.4% | +1.9% |
| 3M | +15.7% | -9.6% | +25.3% | +14.8% |
| 6M | -12.0% | +18.3% | -30.3% | -11.8% |
| YTD | -15.0% | +45.8% | -60.8% | -14.2% |
| 1Y | -20.1% | +39.2% | -59.3% | -19.4% |
| All | -34.4% | +83.5% | -117.9% | -33.5% |
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