-84.8%
EOSE vs GAP
+10.4%
-95.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +8.0% | +4.6% | +10.6% |
| 7D | +9.7% | +8.0% | +1.8% | +7.8% |
| 30D | -34.6% | +2.7% | -37.2% | -35.0% |
| 3M | -50.8% | +16.0% | -66.8% | -52.4% |
| 6M | -66.5% | +2.0% | -68.5% | -66.6% |
| YTD | -81.3% | -4.4% | -76.9% | -81.5% |
| 1Y | -84.8% | +9.2% | -94.0% | -86.0% |
| All | -84.8% | +10.4% | -95.2% | -86.0% |
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