+11.8%
GIS vs ESI
+198.2%
-186.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | -3.4% | +5.5% | -8.9% | -3.5% |
| 30D | +6.9% | -7.8% | +14.6% | +7.0% |
| 3M | -10.1% | -15.0% | +4.9% | -9.8% |
| 6M | +5.9% | -24.9% | +30.8% | +6.5% |
| YTD | -21.1% | +33.2% | -54.3% | -23.0% |
| 1Y | -22.5% | +24.9% | -47.4% | -24.1% |
| 3Y | -39.0% | +77.8% | -116.7% | -41.9% |
| 5Y | -33.3% | +37.1% | -70.5% | -35.9% |
| 10Y | -17.0% | +320.5% | -337.6% | -27.1% |
| All | +11.8% | +198.2% | -186.4% | +4.9% |
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