+54.9%
GH vs EOSE
-58.6%
+113.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.6% |
| 7D | -0.2% | +15.0% | -15.1% | -2.1% |
| 30D | -2.6% | +2.5% | -5.1% | -3.6% |
| 3M | +25.1% | -33.7% | +58.8% | +29.5% |
| 6M | +78.5% | -32.7% | +111.2% | +80.6% |
| YTD | +59.4% | -63.8% | +123.2% | +70.3% |
| 1Y | +173.9% | -40.5% | +214.4% | +164.2% |
| 3Y | +382.7% | +50.4% | +332.4% | +243.2% |
| 5Y | +24.4% | -68.6% | +93.0% | -10.1% |
| All | +54.9% | -58.6% | +113.5% | +7.9% |
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