+817.4%
GE vs EOSE
-57.1%
+874.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -1.1% |
| 7D | +1.2% | +41.4% | -40.3% | -0.5% |
| 30D | -9.5% | +3.6% | -13.1% | -9.8% |
| 3M | +4.1% | -35.7% | +39.9% | +5.6% |
| 6M | +3.9% | -29.9% | +33.8% | +4.2% |
| YTD | +9.0% | -62.5% | +71.5% | +11.2% |
| 1Y | +21.9% | -37.4% | +59.3% | +20.9% |
| 3Y | +281.8% | +55.8% | +226.0% | +250.9% |
| 5Y | +436.7% | -67.8% | +504.5% | +387.1% |
| All | +817.4% | -57.1% | +874.5% | +761.7% |
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 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