+205.0%
GLD vs ESI
+312.6%
-107.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | +4.7% | -8.5% | +13.2% | +4.9% |
| 30D | -0.9% | -15.7% | +14.8% | -0.5% |
| 3M | -4.4% | -18.2% | +13.8% | -4.0% |
| 6M | -13.6% | -28.8% | +15.3% | -13.1% |
| YTD | -6.0% | +26.3% | -32.3% | -5.9% |
| 1Y | +1.8% | +18.2% | -16.5% | +1.9% |
| 3Y | +103.2% | +68.1% | +35.1% | +103.9% |
| 5Y | +119.3% | +28.8% | +90.6% | +119.0% |
| All | +205.0% | +312.6% | -107.6% | +198.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling