+22.4%
GIS vs ESI
+224.6%
-202.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -2.6% |
| 7D | -7.8% | +3.3% | -11.2% | -7.9% |
| 30D | +6.6% | -5.9% | +12.4% | +6.8% |
| 3M | +21.0% | -14.1% | +35.1% | +21.3% |
| 6M | -9.1% | +6.6% | -15.6% | -9.9% |
| YTD | -13.6% | +45.0% | -58.6% | -15.7% |
| 1Y | -18.0% | +41.5% | -59.5% | -20.0% |
| 3Y | -33.7% | +78.8% | -112.4% | -36.6% |
| 5Y | -19.4% | +70.9% | -90.3% | -23.3% |
| 10Y | -21.3% | +317.1% | -338.3% | -30.6% |
| All | +22.4% | +224.6% | -202.2% | +14.8% |
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 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