+124.1%
GLD vs EOSE
-60.6%
+184.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -2.0% | +1.8% | -3.8% | -2.0% |
| 30D | -1.5% | -6.8% | +5.3% | -1.5% |
| 3M | +3.2% | -36.3% | +39.5% | +3.8% |
| 6M | -16.3% | -38.8% | +22.5% | -15.9% |
| YTD | +0.6% | -65.5% | +66.2% | +1.7% |
| 1Y | +19.1% | -45.3% | +64.4% | +19.4% |
| 3Y | +123.5% | +44.2% | +79.4% | +118.0% |
| 5Y | +138.5% | -69.5% | +208.0% | +133.8% |
| All | +124.1% | -60.6% | +184.8% | +122.8% |
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