+204.1%
GD vs EOSE
-81.0%
+285.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | 0.0% |
| 7D | +2.7% | +9.8% | -7.1% | +2.5% |
| 30D | +8.6% | -2.1% | +10.7% | +8.5% |
| 3M | -7.1% | -54.1% | +47.0% | -6.1% |
| 6M | +7.5% | -76.9% | +84.4% | +9.6% |
| YTD | +9.9% | -83.3% | +93.2% | +12.2% |
| 1Y | +7.6% | -87.4% | +95.0% | +10.3% |
| 3Y | +56.2% | +61.9% | -5.7% | +48.2% |
| 5Y | +100.6% | -82.1% | +182.7% | +85.7% |
| All | +204.1% | -81.0% | +285.0% | +197.9% |
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