+35.8%
GFS vs EOSE
-49.1%
+84.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.9% | -9.3% | -0.3% |
| 7D | +1.0% | +19.0% | -18.0% | -2.2% |
| 30D | -8.6% | +1.6% | -10.2% | -9.2% |
| 3M | -46.5% | -52.0% | +5.4% | -41.6% |
| 6M | -4.8% | -42.5% | +37.7% | +0.6% |
| YTD | +29.7% | -66.1% | +95.8% | +40.2% |
| 1Y | +35.8% | -47.1% | +83.0% | +56.8% |
| All | +35.8% | -49.1% | +84.9% | +56.8% |
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