+42.5%
GM vs ESI
+36.5%
+6.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -0.2% | +5.5% | -5.7% | -2.5% |
| 30D | +3.6% | -7.8% | +11.3% | +6.4% |
| 3M | -0.2% | -15.0% | +14.8% | +5.6% |
| 6M | +13.9% | -24.9% | +38.8% | +25.7% |
| YTD | +6.5% | +33.2% | -26.8% | -16.3% |
| 1Y | +20.7% | +24.9% | -4.3% | -1.9% |
| 3Y | +229.5% | +77.8% | +151.7% | +99.0% |
| All | +42.5% | +36.5% | +6.0% | +9.6% |
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 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