-60.8%
EOSE vs GAP
+35.3%
-96.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -2.1% |
| 7D | +1.8% | -4.1% | +5.9% | +3.4% |
| 30D | -6.8% | +6.2% | -13.1% | -9.9% |
| 3M | -36.3% | -0.7% | -35.6% | -37.2% |
| 6M | -38.8% | -7.1% | -31.6% | -38.3% |
| YTD | -65.5% | -14.1% | -51.5% | -64.9% |
| 1Y | -45.3% | -8.5% | -36.8% | -46.2% |
| 3Y | +44.2% | +115.4% | -71.2% | -12.2% |
| 5Y | -69.5% | +9.8% | -79.3% | -79.7% |
| All | -60.8% | +35.3% | -96.0% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling