+139.3%
GS vs ESI
+28.5%
+110.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.2% |
| 7D | -3.2% | -8.5% | +5.3% | +0.5% |
| 30D | -2.4% | -15.7% | +13.2% | +4.7% |
| 3M | -15.7% | -18.2% | +2.5% | -8.8% |
| 6M | -6.8% | -28.8% | +22.1% | +5.9% |
| YTD | -0.1% | +26.3% | -26.3% | -15.5% |
| 1Y | +12.1% | +18.2% | -6.1% | -2.4% |
| 3Y | +185.8% | +68.1% | +117.7% | +101.5% |
| All | +139.3% | +28.5% | +110.9% | +84.1% |
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 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