-57.3%
EOSE vs GAP
+40.7%
-98.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.2% | +11.0% | +10.9% |
| 7D | +41.4% | +1.7% | +39.7% | +40.5% |
| 30D | +3.6% | +9.3% | -5.7% | -1.1% |
| 3M | -35.7% | +6.1% | -41.8% | -38.3% |
| 6M | -29.9% | -2.3% | -27.6% | -30.7% |
| YTD | -62.5% | -10.6% | -51.9% | -62.3% |
| 1Y | -37.4% | -4.4% | -33.0% | -39.4% |
| 3Y | +55.8% | +118.3% | -62.5% | -5.4% |
| 5Y | -67.8% | +12.2% | -80.0% | -78.8% |
| All | -57.3% | +40.7% | -98.0% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling