-60.8%
EOSE vs GFI
+383.0%
-443.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +1.8% | -4.9% | +6.7% | +3.2% |
| 30D | -6.8% | +10.7% | -17.6% | -9.5% |
| 3M | -36.3% | +25.6% | -61.9% | -40.5% |
| 6M | -38.8% | -8.3% | -30.5% | -38.0% |
| YTD | -65.5% | +6.3% | -71.8% | -66.5% |
| 1Y | -45.3% | +22.1% | -67.4% | -48.7% |
| 3Y | +44.2% | +289.2% | -245.0% | +5.3% |
| 5Y | -69.5% | +531.7% | -601.2% | -81.0% |
| All | -60.8% | +383.0% | -443.8% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling