-47.1%
EOSE vs GAP
+1.5%
-48.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.5% | +10.4% | +10.8% |
| 7D | +19.0% | -4.5% | +23.5% | +20.0% |
| 30D | +1.6% | +9.0% | -7.5% | -0.5% |
| 3M | -52.0% | +5.0% | -57.0% | -52.6% |
| 6M | -42.5% | -17.8% | -24.7% | -40.4% |
| YTD | -66.1% | -10.4% | -55.7% | -65.8% |
| 1Y | -47.1% | -3.4% | -43.8% | -55.1% |
| All | -47.1% | +1.5% | -48.6% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling