+53.9%
GD vs EOSE
-16.7%
+70.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | -0.6% |
| 7D | -5.0% | -7.9% | +3.0% | -5.0% |
| 30D | +8.9% | -43.9% | +52.8% | +9.1% |
| 3M | -8.0% | -55.8% | +47.8% | -7.8% |
| 6M | +2.9% | -73.4% | +76.3% | +3.4% |
| YTD | +7.1% | -84.8% | +91.9% | +7.9% |
| 1Y | +5.9% | -88.6% | +94.5% | +7.1% |
| 3Y | +53.9% | -2.8% | +56.7% | +55.7% |
| All | +53.9% | -16.7% | +70.6% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling