+786.6%
GE vs EOSE
-60.6%
+847.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | -4.0% | +1.8% | -5.8% | -4.1% |
| 30D | -11.4% | -6.8% | -4.6% | -11.3% |
| 3M | -2.6% | -36.3% | +33.7% | -1.2% |
| 6M | -0.3% | -38.8% | +38.4% | +0.5% |
| YTD | +5.4% | -65.5% | +70.9% | +7.9% |
| 1Y | +15.5% | -45.3% | +60.8% | +15.3% |
| 3Y | +260.8% | +44.2% | +216.6% | +232.7% |
| 5Y | +421.6% | -69.5% | +491.1% | +374.6% |
| All | +786.6% | -60.6% | +847.2% | +735.9% |
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