+52.4%
GEV vs EOSE
-85.5%
+137.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +12.6% | -21.9% | -11.1% |
| 7D | -5.1% | +9.7% | -14.9% | -6.7% |
| 30D | -15.8% | -34.6% | +18.7% | -11.1% |
| 3M | -18.2% | -50.8% | +32.6% | -10.6% |
| 6M | -22.4% | -66.5% | +44.1% | -11.7% |
| YTD | +27.7% | -81.3% | +109.1% | +49.1% |
| 1Y | +52.4% | -84.8% | +137.2% | +81.4% |
| All | +52.4% | -85.5% | +137.8% | +81.4% |
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