+31.0%
GM vs ESI
+14.8%
+16.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.0% | +4.7% | -2.0% |
| 7D | +4.2% | -13.1% | +17.3% | +6.5% |
| 30D | +8.9% | -18.5% | +27.4% | +12.4% |
| 3M | +0.4% | -19.6% | +20.0% | +3.6% |
| 6M | +17.8% | -29.8% | +47.6% | +24.0% |
| YTD | +10.6% | +23.9% | -13.3% | -2.5% |
| 1Y | +31.0% | +15.0% | +16.0% | +19.3% |
| All | +31.0% | +14.8% | +16.2% | +19.3% |
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