+105.7%
EOSE vs GGLL
+328.4%
-222.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.1% | +10.9% | +10.8% |
| 7D | +41.4% | +1.9% | +39.6% | +40.7% |
| 30D | +3.6% | -9.7% | +13.4% | +6.0% |
| 3M | -35.7% | -18.0% | -17.7% | -33.1% |
| 6M | -29.9% | +15.3% | -45.1% | -33.0% |
| YTD | -62.5% | +2.2% | -64.7% | -63.1% |
| 1Y | -37.4% | +73.1% | -110.5% | -45.4% |
| 3Y | +55.8% | +242.7% | -186.9% | +15.5% |
| All | +105.7% | +328.4% | -222.6% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling