-22.9%
GIS vs ESI
+74.4%
-97.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | -8.6% | +3.9% | -12.5% | -8.5% |
| 30D | -0.5% | -3.8% | +3.3% | -0.5% |
| 3M | +11.9% | -13.1% | +25.0% | +11.4% |
| 6M | -11.6% | +11.3% | -22.9% | -12.2% |
| YTD | -16.3% | +44.1% | -60.4% | -17.2% |
| 1Y | -21.8% | +40.3% | -62.1% | -22.6% |
| 3Y | -35.7% | +84.1% | -119.7% | -37.8% |
| 5Y | -22.9% | +75.8% | -98.7% | -26.2% |
| All | -22.9% | +74.4% | -97.3% | -26.2% |
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