+599.6%
GS vs ESI
+177.3%
+422.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.0% | +1.7% | -3.5% |
| 7D | -6.3% | -13.1% | +6.8% | -1.6% |
| 30D | -3.1% | -18.5% | +15.3% | +3.8% |
| 3M | -17.7% | -19.6% | +1.9% | -11.6% |
| 6M | -4.6% | -29.8% | +25.2% | +6.5% |
| YTD | +0.3% | +23.9% | -23.6% | -9.7% |
| 1Y | +11.7% | +15.0% | -3.3% | +3.1% |
| 3Y | +183.6% | +64.3% | +119.2% | +127.6% |
| 5Y | +141.0% | +26.3% | +114.6% | +107.7% |
| 10Y | +507.4% | +321.7% | +185.7% | +257.7% |
| All | +599.6% | +177.3% | +422.3% | +356.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling