-20.1%
GFS vs EOSE
+48.1%
-68.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.5% | -8.2% | -3.2% |
| 7D | +7.4% | +9.8% | -2.4% | +6.3% |
| 30D | -15.3% | -2.1% | -13.2% | -15.6% |
| 3M | -21.1% | -54.1% | +33.0% | -16.2% |
| 6M | -44.5% | -76.9% | +32.5% | -37.8% |
| YTD | +19.2% | -83.3% | +102.6% | +33.3% |
| 1Y | +27.2% | -87.4% | +114.7% | +44.3% |
| 3Y | -20.1% | +61.9% | -82.0% | -27.2% |
| All | -20.1% | +48.1% | -68.2% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling