+199.2%
GD vs EOSE
-61.3%
+260.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.9% | -12.6% | -2.0% |
| 7D | -5.3% | +19.0% | -24.3% | -5.6% |
| 30D | -6.4% | +1.6% | -8.0% | -6.5% |
| 3M | +5.7% | -52.0% | +57.7% | +6.8% |
| 6M | -0.9% | -42.5% | +41.6% | -0.6% |
| YTD | +8.2% | -66.1% | +74.3% | +9.3% |
| 1Y | +13.4% | -47.1% | +60.6% | +13.3% |
| 3Y | +68.5% | +0.8% | +67.7% | +63.0% |
| 5Y | +97.2% | -71.7% | +168.8% | +80.9% |
| All | +199.2% | -61.3% | +260.6% | +190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling