+71.8%
GH vs EOSE
-85.5%
+157.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +12.6% | -16.3% | -4.6% |
| 7D | -7.7% | +9.7% | -17.4% | -8.4% |
| 30D | -10.0% | -34.6% | +24.6% | -7.5% |
| 3M | +5.5% | -50.8% | +56.3% | +10.2% |
| 6M | +84.9% | -66.5% | +151.4% | +96.9% |
| YTD | +65.0% | -81.3% | +146.4% | +80.8% |
| 1Y | +71.8% | -84.8% | +156.6% | +90.0% |
| All | +71.8% | -85.5% | +157.3% | +90.0% |
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