+17.7%
GFS vs EOSE
-85.5%
+103.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +12.6% | -18.6% | -7.9% |
| 7D | -12.5% | +9.7% | -22.3% | -14.0% |
| 30D | -16.9% | -34.6% | +17.6% | -11.9% |
| 3M | -22.3% | -50.8% | +28.5% | -14.1% |
| 6M | -40.2% | -66.5% | +26.2% | -30.2% |
| YTD | +16.0% | -81.3% | +97.3% | +36.9% |
| 1Y | +17.7% | -84.8% | +102.5% | +40.7% |
| All | +17.7% | -85.5% | +103.1% | +40.7% |
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