-2.4%
GFS vs EOSE
-62.8%
+60.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.9% | -9.3% | +0.4% |
| 7D | +1.0% | +19.0% | -18.0% | -1.0% |
| 30D | -8.6% | +1.6% | -10.2% | -9.0% |
| 3M | -46.5% | -52.0% | +5.4% | -43.0% |
| 6M | -4.8% | -42.5% | +37.7% | -1.2% |
| YTD | +29.7% | -66.1% | +95.8% | +38.6% |
| 1Y | +35.8% | -47.1% | +83.0% | +37.5% |
| 3Y | -18.3% | +0.8% | -19.1% | -29.5% |
| All | -2.4% | -62.8% | +60.4% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling