+12.0%
GEHC vs EOSE
+305.7%
-293.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.8% | -13.9% | -3.4% |
| 7D | -5.2% | +41.4% | -46.6% | -6.4% |
| 30D | -7.0% | +3.6% | -10.6% | -7.2% |
| 3M | +3.3% | -35.7% | +39.0% | +4.5% |
| 6M | -10.0% | -29.9% | +19.9% | -9.9% |
| YTD | -18.5% | -62.5% | +44.0% | -17.2% |
| 1Y | -14.4% | -37.4% | +23.0% | -15.6% |
| 3Y | +3.4% | +55.8% | -52.4% | -6.7% |
| All | +12.0% | +305.7% | -293.7% | -14.2% |
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