-84.8%
EOSE vs GWRE
-24.5%
-60.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.9% | +6.7% | +13.8% |
| 7D | +9.7% | +2.2% | +7.5% | +10.1% |
| 30D | -34.6% | +4.5% | -39.1% | -34.0% |
| 3M | -50.8% | +6.4% | -57.2% | -50.4% |
| 6M | -66.5% | +18.8% | -85.3% | -63.9% |
| YTD | -81.3% | -15.1% | -66.2% | -80.3% |
| 1Y | -84.8% | -23.4% | -61.4% | -83.7% |
| All | -84.8% | -24.5% | -60.3% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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