+24.5%
GLD vs ESI
+44.5%
-20.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.8% | -1.3% |
| 7D | -0.5% | +3.3% | -3.8% | -1.0% |
| 30D | +4.4% | -5.9% | +10.3% | +5.2% |
| 3M | -1.1% | -14.1% | +13.0% | +0.4% |
| 6M | -13.8% | +6.6% | -20.4% | -15.4% |
| YTD | +2.6% | +45.0% | -42.4% | -2.9% |
| 1Y | +24.5% | +41.5% | -16.9% | +18.1% |
| All | +24.5% | +44.5% | -20.0% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling