-3.1%
GEHC vs EOSE
+44.0%
-47.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.4% | -1.3% |
| 7D | -7.9% | +14.0% | -21.9% | -8.3% |
| 30D | -11.7% | -5.9% | -5.8% | -11.7% |
| 3M | +0.8% | -34.3% | +35.1% | +1.8% |
| 6M | -11.6% | -37.8% | +26.2% | -11.1% |
| YTD | -21.6% | -65.2% | +43.6% | -20.1% |
| 1Y | -15.3% | -41.9% | +26.6% | -16.6% |
| All | -3.1% | +44.0% | -47.1% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling