+196.9%
GD vs EOSE
-57.1%
+254.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.6% | -1.0% |
| 7D | -3.5% | +41.4% | -44.9% | -4.1% |
| 30D | -9.0% | +3.6% | -12.7% | -9.2% |
| 3M | +5.1% | -35.7% | +40.8% | +5.6% |
| 6M | -1.0% | -29.9% | +28.8% | -1.0% |
| YTD | +7.3% | -62.5% | +69.8% | +8.3% |
| 1Y | +12.4% | -37.4% | +49.9% | +12.0% |
| 3Y | +73.7% | +55.8% | +17.9% | +66.3% |
| 5Y | +93.8% | -67.8% | +161.6% | +77.4% |
| All | +196.9% | -57.1% | +254.0% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling