-45.3%
EOSE vs GWRE
-44.7%
-0.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -0.9% |
| 7D | +1.8% | -13.2% | +15.0% | -1.1% |
| 30D | -6.8% | -18.6% | +11.7% | -10.7% |
| 3M | -36.3% | +18.9% | -55.2% | -35.8% |
| 6M | -38.8% | -11.0% | -27.8% | -39.2% |
| YTD | -65.5% | -29.9% | -35.6% | -61.9% |
| 1Y | -45.3% | -44.3% | -0.9% | -26.1% |
| All | -45.3% | -44.7% | -0.6% | -26.1% |
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