+119.6%
GLW vs EOSE
-43.4%
+163.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -2.4% |
| 7D | +11.7% | +14.0% | -2.3% | +8.7% |
| 30D | +2.7% | -5.9% | +8.6% | +3.3% |
| 3M | -2.8% | -34.3% | +31.4% | +3.3% |
| 6M | +20.2% | -37.8% | +57.9% | +27.8% |
| YTD | +87.3% | -65.2% | +152.5% | +104.2% |
| 1Y | +119.6% | -41.9% | +161.5% | +122.4% |
| All | +119.6% | -43.4% | +163.0% | +122.4% |
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 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