+231.1%
GM vs ESI
+312.8%
-81.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.4% | -4.6% | +2.2% | -0.3% |
| 30D | -1.1% | -10.5% | +9.4% | +3.9% |
| 3M | +6.1% | -19.8% | +25.9% | +16.0% |
| 6M | +15.0% | +5.8% | +9.2% | +6.9% |
| YTD | +6.0% | +38.3% | -32.3% | -15.6% |
| 1Y | +47.1% | +31.5% | +15.6% | +19.2% |
| 3Y | +170.5% | +80.7% | +89.8% | +77.3% |
| 5Y | +80.5% | +69.4% | +11.1% | +21.5% |
| All | +231.1% | +312.8% | -81.7% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling