-60.4%
EOSE vs GPC
+73.1%
-133.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.5% |
| 7D | +14.0% | -1.8% | +15.8% | +14.9% |
| 30D | -5.9% | +0.1% | -6.0% | -6.0% |
| 3M | -34.3% | +37.4% | -71.6% | -45.6% |
| 6M | -37.8% | +25.4% | -63.2% | -45.7% |
| YTD | -65.2% | +12.2% | -77.4% | -68.7% |
| 1Y | -41.9% | -0.3% | -41.6% | -43.9% |
| 3Y | +44.6% | -1.6% | +46.2% | +32.2% |
| 5Y | -69.2% | +31.0% | -100.2% | -74.0% |
| All | -60.4% | +73.1% | -133.5% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling