+118.6%
GLD vs ESI
+28.5%
+90.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | +4.7% | -8.5% | +13.2% | +5.3% |
| 30D | -0.9% | -15.7% | +14.8% | +0.2% |
| 3M | -4.4% | -18.2% | +13.8% | -3.2% |
| 6M | -13.6% | -28.8% | +15.3% | -12.0% |
| YTD | -6.0% | +26.3% | -32.3% | -6.7% |
| 1Y | +1.8% | +18.2% | -16.5% | +1.2% |
| 3Y | +103.2% | +68.1% | +35.1% | +100.0% |
| All | +118.6% | +28.5% | +90.1% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling