+486.7%
GS vs ESI
+312.6%
+174.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.2% |
| 7D | -3.2% | -8.5% | +5.3% | +0.7% |
| 30D | -2.4% | -15.7% | +13.2% | +5.1% |
| 3M | -15.7% | -18.2% | +2.5% | -8.4% |
| 6M | -6.8% | -28.8% | +22.1% | +6.6% |
| YTD | -0.1% | +26.3% | -26.3% | -14.9% |
| 1Y | +12.1% | +18.2% | -6.1% | -1.8% |
| 3Y | +185.8% | +68.1% | +117.7% | +105.0% |
| 5Y | +140.1% | +28.8% | +111.3% | +90.7% |
| All | +486.7% | +312.6% | +174.1% | +150.9% |
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