+654.3%
GS vs ESI
+316.2%
+338.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | -1.3% |
| 7D | +0.9% | +3.3% | -2.4% | -0.6% |
| 30D | -1.6% | -5.9% | +4.3% | +1.0% |
| 3M | -4.5% | -14.1% | +9.6% | +1.1% |
| 6M | +20.9% | +6.6% | +14.3% | +13.9% |
| YTD | +19.9% | +45.0% | -25.1% | -3.0% |
| 1Y | +41.4% | +41.5% | 0.0% | +14.9% |
| 3Y | +239.2% | +78.8% | +160.4% | +140.8% |
| 5Y | +185.0% | +70.9% | +114.2% | +100.9% |
| All | +654.3% | +316.2% | +338.1% | +228.1% |
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