-84.8%
EOSE vs GFI
+6.9%
-91.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +6.3% | +6.3% | +9.2% |
| 7D | +9.7% | +1.4% | +8.3% | +8.7% |
| 30D | -34.6% | +3.0% | -37.5% | -35.8% |
| 3M | -50.8% | +10.2% | -61.0% | -54.6% |
| 6M | -66.5% | -10.1% | -56.4% | -65.3% |
| YTD | -81.3% | -11.4% | -69.9% | -82.9% |
| 1Y | -84.8% | +8.4% | -93.2% | -88.6% |
| All | -84.8% | +6.9% | -91.8% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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