+37.4%
GILD vs EOSE
-49.1%
+86.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -11.0% | -0.1% |
| 7D | +3.7% | +19.0% | -15.4% | +3.7% |
| 30D | +14.6% | +1.6% | +13.0% | +14.6% |
| 3M | +17.7% | -52.0% | +69.6% | +17.1% |
| 6M | +3.1% | -42.5% | +45.6% | +2.5% |
| YTD | +24.5% | -66.1% | +90.7% | +23.2% |
| 1Y | +37.4% | -47.1% | +84.5% | +41.0% |
| All | +37.4% | -49.1% | +86.5% | +41.0% |
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