+371.6%
GH vs EOSE
+42.6%
+329.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -2.5% | +1.8% | -4.3% | -2.7% |
| 30D | -4.7% | -6.8% | +2.2% | -4.5% |
| 3M | +20.2% | -36.3% | +56.5% | +23.5% |
| 6M | +78.8% | -38.8% | +117.5% | +82.3% |
| YTD | +54.1% | -65.5% | +119.6% | +62.4% |
| 1Y | +177.1% | -45.3% | +222.4% | +172.0% |
| 3Y | +371.6% | +44.2% | +327.5% | +242.5% |
| All | +371.6% | +42.6% | +329.0% | +242.5% |
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