+40.6%
GLW vs EOSE
-85.5%
+126.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +12.6% | -18.5% | -8.6% |
| 7D | -9.5% | +9.7% | -19.2% | -11.7% |
| 30D | -25.5% | -34.6% | +9.1% | -18.8% |
| 3M | -25.6% | -50.8% | +25.2% | -14.2% |
| 6M | -25.5% | -66.5% | +41.0% | -8.1% |
| YTD | +36.4% | -81.3% | +117.7% | +69.1% |
| 1Y | +40.6% | -84.8% | +125.4% | +79.0% |
| All | +40.6% | -85.5% | +126.1% | +79.0% |
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