-40.5%
EOSE vs GGLL
+64.8%
-105.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +1.0% | -1.9% |
| 7D | +15.0% | -3.9% | +18.9% | +16.4% |
| 30D | +2.5% | -15.4% | +17.8% | +8.4% |
| 3M | -33.7% | -21.9% | -11.8% | -28.0% |
| 6M | -32.7% | +4.5% | -37.2% | -36.8% |
| YTD | -63.8% | -2.4% | -61.4% | -64.7% |
| 1Y | -40.5% | +57.8% | -98.3% | -55.4% |
| All | -40.5% | +64.8% | -105.4% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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