+44.6%
GFS vs EOSE
-43.4%
+88.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.6% |
| 7D | +3.2% | +14.0% | -10.8% | +0.8% |
| 30D | -9.6% | -5.9% | -3.7% | -9.2% |
| 3M | -38.5% | -34.3% | -4.2% | -35.6% |
| 6M | -1.3% | -37.8% | +36.5% | +3.4% |
| YTD | +31.8% | -65.2% | +97.0% | +41.6% |
| 1Y | +44.6% | -41.9% | +86.5% | +68.9% |
| All | +44.6% | -43.4% | +88.0% | +68.9% |
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 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