-12.5%
GDDY vs EOSE
-85.5%
+73.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.6% | -8.3% | +4.8% |
| 7D | +11.1% | +9.7% | +1.3% | +11.5% |
| 30D | +18.6% | -34.6% | +53.2% | +16.9% |
| 3M | +32.8% | -50.8% | +83.6% | +30.0% |
| 6M | +34.0% | -66.5% | +100.5% | +30.7% |
| YTD | -4.6% | -81.3% | +76.7% | -9.3% |
| 1Y | -12.5% | -84.8% | +72.4% | -16.7% |
| All | -12.5% | -85.5% | +73.0% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling