+44.2%
EOSE vs GWRE
+50.1%
-5.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | +1.8% | -13.2% | +15.0% | +2.2% |
| 30D | -6.8% | -18.6% | +11.7% | -7.3% |
| 3M | -36.3% | +18.9% | -55.2% | -40.0% |
| 6M | -38.8% | -11.0% | -27.8% | -39.3% |
| YTD | -65.5% | -29.9% | -35.6% | -63.7% |
| 1Y | -45.3% | -44.3% | -0.9% | -38.0% |
| 3Y | +44.2% | +51.7% | -7.5% | +25.2% |
| All | +44.2% | +50.1% | -5.9% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling