+96.6%
GLD vs ESI
+80.4%
+16.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.6% |
| 7D | -5.5% | +8.3% | -13.8% | -6.2% |
| 30D | -7.0% | -10.4% | +3.4% | -6.1% |
| 3M | -12.4% | -13.2% | +0.8% | -11.4% |
| 6M | -18.0% | -23.9% | +5.8% | -16.4% |
| YTD | -10.5% | +34.2% | -44.6% | -12.1% |
| 1Y | -8.1% | +22.2% | -30.3% | -9.4% |
| All | +96.6% | +80.4% | +16.3% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling