-69.2%
EOSE vs GPC
+29.3%
-98.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.4% |
| 7D | +14.0% | -1.8% | +15.8% | +15.0% |
| 30D | -5.9% | +0.1% | -6.0% | -6.0% |
| 3M | -34.3% | +37.4% | -71.6% | -47.5% |
| 6M | -37.8% | +25.4% | -63.2% | -47.0% |
| YTD | -65.2% | +12.2% | -77.4% | -69.4% |
| 1Y | -41.9% | -0.3% | -41.6% | -44.3% |
| 3Y | +44.6% | -1.6% | +46.2% | +27.6% |
| 5Y | -69.2% | +31.0% | -100.2% | -81.3% |
| All | -69.2% | +29.3% | -98.5% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling