+627.7%
GEV vs EOSE
+320.0%
+307.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.6% |
| 7D | +3.2% | +15.0% | -11.8% | +1.2% |
| 30D | -4.0% | +2.5% | -6.5% | -4.8% |
| 3M | +3.4% | -33.7% | +37.1% | +7.5% |
| 6M | +14.7% | -32.7% | +47.4% | +17.1% |
| YTD | +45.8% | -63.8% | +109.6% | +56.0% |
| 1Y | +57.4% | -40.5% | +97.9% | +56.9% |
| All | +627.7% | +320.0% | +307.6% | +426.9% |
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