-18.0%
GIS vs EOSE
-49.1%
+31.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.9% | -13.3% | -1.9% |
| 7D | -7.8% | +19.0% | -26.9% | -6.9% |
| 30D | +6.6% | +1.6% | +5.0% | +6.9% |
| 3M | +21.0% | -52.0% | +73.0% | +17.9% |
| 6M | -9.1% | -42.5% | +33.5% | -10.5% |
| YTD | -13.6% | -66.1% | +52.5% | -16.4% |
| 1Y | -18.0% | -47.1% | +29.1% | -19.9% |
| All | -18.0% | -49.1% | +31.1% | -19.9% |
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 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