+422.4%
GE vs EOSE
-70.2%
+492.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.2% |
| 7D | -2.8% | +14.0% | -16.8% | -3.4% |
| 30D | -11.9% | -5.9% | -6.0% | -11.9% |
| 3M | +1.8% | -34.3% | +36.1% | +3.2% |
| 6M | -0.6% | -37.8% | +37.2% | +0.2% |
| YTD | +5.5% | -65.2% | +70.7% | +8.0% |
| 1Y | +15.0% | -41.9% | +56.9% | +14.4% |
| 3Y | +269.5% | +44.6% | +225.0% | +241.3% |
| 5Y | +422.4% | -69.2% | +491.6% | +408.6% |
| All | +422.4% | -70.2% | +492.7% | +408.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling