+128.6%
GLD vs EOSE
-61.3%
+190.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.9% | -11.7% | -1.1% |
| 7D | -0.5% | +19.0% | -19.5% | -0.9% |
| 30D | +4.4% | +1.6% | +2.8% | +4.3% |
| 3M | -1.1% | -52.0% | +50.9% | 0.0% |
| 6M | -13.8% | -42.5% | +28.7% | -13.3% |
| YTD | +2.6% | -66.1% | +68.8% | +3.8% |
| 1Y | +24.5% | -47.1% | +71.7% | +24.9% |
| 3Y | +125.8% | +0.8% | +125.1% | +120.9% |
| 5Y | +137.8% | -71.7% | +209.5% | +133.4% |
| All | +128.6% | -61.3% | +190.0% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling