+109.7%
GLD vs EOSE
-81.8%
+191.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.4% | -15.5% | -1.5% |
| 7D | -2.0% | -7.0% | +5.0% | -1.9% |
| 30D | -4.4% | -16.7% | +12.3% | -4.2% |
| 3M | -8.9% | -53.1% | +44.1% | -7.7% |
| 6M | -16.0% | -76.8% | +60.8% | -13.9% |
| YTD | -7.9% | -82.6% | +74.8% | -5.6% |
| 1Y | -3.9% | -89.3% | +85.4% | -0.9% |
| 3Y | +103.4% | +55.5% | +48.0% | +100.0% |
| 5Y | +109.7% | -81.9% | +191.6% | +99.9% |
| All | +109.7% | -81.8% | +191.5% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling