+9.2%
GIS vs ESI
+200.4%
-191.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -2.0% |
| 7D | -8.1% | +8.3% | -16.4% | -8.2% |
| 30D | +5.3% | -10.4% | +15.7% | +5.5% |
| 3M | -10.5% | -13.2% | +2.6% | -10.3% |
| 6M | +1.8% | -23.9% | +25.7% | +2.4% |
| YTD | -22.9% | +34.2% | -57.1% | -24.8% |
| 1Y | -22.9% | +22.2% | -45.2% | -24.4% |
| 3Y | -40.5% | +79.2% | -119.7% | -43.3% |
| 5Y | -34.9% | +38.1% | -73.0% | -37.4% |
| 10Y | -19.0% | +323.6% | -342.5% | -28.8% |
| All | +9.2% | +200.4% | -191.2% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling