+36.0%
GDDY vs EOSE
-60.6%
+96.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | -3.2% | +1.8% | -5.0% | -3.3% |
| 30D | +6.8% | -6.8% | +13.6% | +6.8% |
| 3M | +30.5% | -36.3% | +66.8% | +31.8% |
| 6M | +13.3% | -38.8% | +52.1% | +14.0% |
| YTD | -21.0% | -65.5% | +44.6% | -19.5% |
| 1Y | -34.0% | -45.3% | +11.3% | -34.7% |
| 3Y | +33.1% | +44.2% | -11.1% | +19.9% |
| 5Y | +30.3% | -69.5% | +99.8% | +13.7% |
| All | +36.0% | -60.6% | +96.7% | +22.8% |
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