+5.9%
GIS vs ESI
-25.4%
+31.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.2% |
| 7D | -3.4% | +5.5% | -8.9% | -1.6% |
| 30D | +6.9% | -7.8% | +14.6% | +5.0% |
| 3M | -10.1% | -15.0% | +4.9% | -13.2% |
| 6M | +5.9% | -24.9% | +30.8% | -0.8% |
| All | +5.9% | -25.4% | +31.2% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling