+44.2%
EOSE vs GRMN
+189.8%
-145.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -2.2% |
| 7D | +1.8% | +2.0% | -0.2% | +1.1% |
| 30D | -6.8% | -8.8% | +2.0% | -4.0% |
| 3M | -36.3% | +19.0% | -55.3% | -40.1% |
| 6M | -38.8% | +20.7% | -59.5% | -42.2% |
| YTD | -65.5% | +40.5% | -106.0% | -69.2% |
| 1Y | -45.3% | +19.1% | -64.4% | -48.5% |
| 3Y | +44.2% | +182.7% | -138.5% | +22.1% |
| All | +44.2% | +189.8% | -145.7% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 3y: compounded portfolio wealth divided by compounded GRMN 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…
3y analysis · Full analysis span regression · 6 months rolling