-47.1%
EOSE vs GPC
+0.2%
-47.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.3% | +10.5% | +10.8% |
| 7D | +19.0% | +0.4% | +18.6% | +18.9% |
| 30D | +1.6% | +5.1% | -3.6% | +0.6% |
| 3M | -52.0% | +41.5% | -93.5% | -57.0% |
| 6M | -42.5% | +21.8% | -64.3% | -46.8% |
| YTD | -66.1% | +14.6% | -80.7% | -72.3% |
| 1Y | -47.1% | +1.3% | -48.4% | -55.4% |
| All | -47.1% | +0.2% | -47.3% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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