-84.8%
EOSE vs GPC
+6.5%
-91.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.7% | +10.9% | +12.3% |
| 7D | +9.7% | +4.1% | +5.6% | +9.0% |
| 30D | -34.6% | +0.1% | -34.7% | -34.5% |
| 3M | -50.8% | -3.9% | -46.9% | -50.4% |
| 6M | -66.5% | +24.4% | -90.9% | -69.1% |
| YTD | -81.3% | +5.7% | -87.0% | -85.7% |
| 1Y | -84.8% | +6.8% | -91.6% | -88.0% |
| All | -84.8% | +6.5% | -91.3% | -88.0% |
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