+124.5%
GLD vs EOSE
+36.5%
+88.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.8% | -12.6% | -2.1% |
| 7D | +0.7% | +41.4% | -40.7% | -0.5% |
| 30D | +0.3% | +3.6% | -3.3% | 0.0% |
| 3M | +0.6% | -35.7% | +36.3% | +1.6% |
| 6M | -15.6% | -29.9% | +14.3% | -15.4% |
| YTD | +0.9% | -62.5% | +63.3% | +2.4% |
| 1Y | +19.4% | -37.4% | +56.8% | +19.4% |
| 3Y | +124.5% | +55.8% | +68.7% | +111.8% |
| All | +124.5% | +36.5% | +88.0% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling