-2.8%
GLD vs ESI
+19.1%
-21.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.6% |
| 7D | +2.8% | -6.6% | +9.4% | +3.8% |
| 30D | -4.0% | -9.8% | +5.9% | -2.6% |
| 3M | -8.2% | -11.9% | +3.7% | -6.7% |
| 6M | -14.8% | -25.1% | +10.2% | -11.9% |
| YTD | -6.8% | +31.9% | -38.7% | -12.3% |
| All | -2.8% | +19.1% | -21.9% | -7.7% |
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