+204.6%
GILD vs EOSE
-60.6%
+265.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -4.8% | +1.8% | -6.6% | -4.8% |
| 30D | +5.8% | -6.8% | +12.6% | +5.8% |
| 3M | +14.9% | -36.3% | +51.2% | +15.3% |
| 6M | -0.4% | -38.8% | +38.4% | -0.2% |
| YTD | +18.5% | -65.5% | +84.1% | +19.1% |
| 1Y | +25.1% | -45.3% | +70.4% | +24.6% |
| 3Y | +105.9% | +44.2% | +61.7% | +98.8% |
| 5Y | +143.0% | -69.5% | +212.5% | +130.0% |
| All | +204.6% | -60.6% | +265.2% | +202.1% |
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