-0.8%
GFS vs EOSE
-60.2%
+59.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.3% |
| 7D | +4.5% | +15.0% | -10.5% | +2.9% |
| 30D | -8.2% | +2.5% | -10.7% | -8.8% |
| 3M | -38.9% | -33.7% | -5.2% | -36.8% |
| 6M | -2.9% | -32.7% | +29.9% | -0.7% |
| YTD | +31.8% | -63.8% | +95.6% | +39.8% |
| 1Y | +43.1% | -40.5% | +83.7% | +43.2% |
| 3Y | -20.6% | +50.4% | -71.0% | -34.4% |
| All | -0.8% | -60.2% | +59.4% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling