+207.4%
GD vs EOSE
-82.7%
+290.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.4% | +8.9% | +1.6% |
| 7D | -1.9% | -8.4% | +6.5% | -1.8% |
| 30D | +10.9% | -31.0% | +41.9% | +11.4% |
| 3M | -6.8% | -57.0% | +50.3% | -5.7% |
| 6M | +7.0% | -78.3% | +85.3% | +9.3% |
| YTD | +11.1% | -84.8% | +95.9% | +13.6% |
| 1Y | +7.0% | -90.9% | +98.0% | +10.5% |
| 3Y | +59.9% | +35.9% | +24.0% | +52.3% |
| 5Y | +102.5% | -84.1% | +186.5% | +87.7% |
| All | +207.4% | -82.7% | +290.1% | +201.7% |
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