+49.8%
GH vs EOSE
-60.6%
+110.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.5% | +1.8% | -4.3% | -2.8% |
| 30D | -4.7% | -6.8% | +2.2% | -4.4% |
| 3M | +20.2% | -36.3% | +56.5% | +25.0% |
| 6M | +78.8% | -38.8% | +117.5% | +83.2% |
| YTD | +54.1% | -65.5% | +119.6% | +65.7% |
| 1Y | +177.1% | -45.3% | +222.4% | +170.3% |
| 3Y | +371.6% | +44.2% | +327.5% | +237.0% |
| 5Y | +21.9% | -69.5% | +91.4% | -11.6% |
| All | +49.8% | -60.6% | +110.4% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling