+104.1%
GLD vs ESI
+36.5%
+67.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -4.6% | +5.5% | -10.1% | -4.9% |
| 30D | -5.5% | -7.8% | +2.3% | -5.0% |
| 3M | -10.9% | -15.0% | +4.1% | -10.1% |
| 6M | -17.4% | -24.9% | +7.5% | -16.2% |
| YTD | -10.3% | +33.2% | -43.5% | -11.3% |
| 1Y | -7.2% | +24.9% | -32.1% | -8.1% |
| 3Y | +96.9% | +77.8% | +19.2% | +93.1% |
| All | +104.1% | +36.5% | +67.6% | +94.2% |
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