+57.7%
GEV vs EOSE
-49.1%
+106.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.9% | -10.8% | -1.6% |
| 7D | +3.3% | +19.0% | -15.7% | +0.4% |
| 30D | -7.5% | +1.6% | -9.0% | -8.2% |
| 3M | -2.2% | -52.0% | +49.8% | +6.3% |
| 6M | +12.1% | -42.5% | +54.6% | +17.0% |
| YTD | +44.4% | -66.1% | +110.5% | +55.6% |
| 1Y | +57.7% | -47.1% | +104.8% | +77.0% |
| All | +57.7% | -49.1% | +106.7% | +77.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling