+211.8%
GLD vs ESI
+323.9%
-112.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.2% |
| 7D | -2.0% | +1.8% | -3.8% | -2.0% |
| 30D | -4.4% | -6.6% | +2.1% | -4.3% |
| 3M | -8.9% | -9.4% | +0.4% | -8.8% |
| 6M | -16.0% | -24.1% | +8.1% | -15.7% |
| YTD | -7.9% | +37.1% | -45.0% | -7.9% |
| 1Y | -3.9% | +24.5% | -28.4% | -3.9% |
| 3Y | +103.4% | +83.2% | +20.3% | +103.9% |
| 5Y | +109.7% | +44.0% | +65.8% | +109.2% |
| 10Y | +211.8% | +332.8% | -121.0% | +216.1% |
| All | +211.8% | +323.9% | -112.0% | +216.1% |
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 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