+95.1%
EOG vs GFS
-3.7%
+98.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.7% |
| 7D | +1.3% | +1.0% | +0.3% | +1.2% |
| 30D | +8.2% | -8.6% | +16.8% | +8.9% |
| 3M | +3.8% | -46.5% | +50.4% | +10.5% |
| 6M | +15.3% | -4.8% | +20.1% | +12.7% |
| YTD | +41.7% | +29.7% | +12.1% | +31.6% |
| 1Y | +23.6% | +35.8% | -12.3% | +13.5% |
| 3Y | +23.3% | -18.3% | +41.6% | +18.7% |
| All | +95.1% | -3.7% | +98.8% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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