+478.1%
GLW vs EOSE
+49.8%
+428.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +1.9% |
| 7D | +16.9% | +15.0% | +1.9% | +15.1% |
| 30D | +7.0% | +2.5% | +4.5% | +6.3% |
| 3M | -3.0% | -33.7% | +30.7% | +0.1% |
| 6M | +31.0% | -32.7% | +63.7% | +34.4% |
| YTD | +93.4% | -63.8% | +157.2% | +103.5% |
| 1Y | +134.7% | -40.5% | +175.3% | +139.5% |
| All | +478.1% | +49.8% | +428.2% | +433.4% |
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 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