+163.1%
GH vs EOSE
-49.1%
+212.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.9% | -10.6% | -0.4% |
| 7D | -0.1% | +19.0% | -19.1% | -1.1% |
| 30D | -1.1% | +1.6% | -2.7% | -1.3% |
| 3M | +21.3% | -52.0% | +73.3% | +25.2% |
| 6M | +73.5% | -42.5% | +116.0% | +77.5% |
| YTD | +58.0% | -66.1% | +124.2% | +64.2% |
| 1Y | +163.1% | -47.1% | +210.2% | +169.6% |
| All | +163.1% | -49.1% | +212.1% | +169.6% |
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