-33.8%
GIS vs ESI
+36.5%
-70.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.3% |
| 7D | -3.4% | +5.5% | -8.9% | -3.0% |
| 30D | +6.9% | -7.8% | +14.6% | +6.6% |
| 3M | -10.1% | -15.0% | +4.9% | -10.6% |
| 6M | +5.9% | -24.9% | +30.8% | +5.1% |
| YTD | -21.1% | +33.2% | -54.3% | -22.0% |
| 1Y | -22.5% | +24.9% | -47.4% | -23.3% |
| 3Y | -39.0% | +77.8% | -116.7% | -41.0% |
| All | -33.8% | +36.5% | -70.3% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling