+45.6%
EOSE vs GAP
+103.6%
-58.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.7% | -3.2% |
| 7D | +14.0% | -6.3% | +20.3% | +16.4% |
| 30D | -5.9% | -0.2% | -5.7% | -6.5% |
| 3M | -34.3% | 0.0% | -34.3% | -35.2% |
| 6M | -37.8% | -8.1% | -29.6% | -36.9% |
| YTD | -65.2% | -16.5% | -48.7% | -64.2% |
| 1Y | -41.9% | -10.5% | -31.5% | -42.2% |
| All | +45.6% | +103.6% | -58.0% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling