+38.7%
EOSE vs GGLL
+153.6%
-114.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.5% | +5.6% | +7.4% |
| 7D | +6.8% | +6.3% | +0.5% | +5.4% |
| 30D | -25.4% | -35.1% | +9.7% | -17.1% |
| 3M | -54.7% | -37.7% | -17.0% | -49.3% |
| 6M | -76.5% | -54.1% | -22.4% | -71.8% |
| YTD | -83.6% | -29.4% | -54.2% | -82.4% |
| 1Y | -89.7% | -13.4% | -76.3% | -89.4% |
| 3Y | +38.7% | +158.3% | -119.6% | +41.5% |
| All | +38.7% | +153.6% | -114.9% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling