+308.7%
GLW vs EOSE
-81.0%
+389.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.5% | -9.8% | -4.8% |
| 7D | +7.7% | +9.8% | -2.0% | +6.8% |
| 30D | -18.8% | -2.1% | -16.8% | -19.0% |
| 3M | -27.7% | -54.1% | +26.3% | -23.6% |
| 6M | -44.4% | -76.9% | +32.5% | -38.5% |
| YTD | +31.3% | -83.3% | +114.6% | +45.5% |
| 1Y | +40.0% | -87.4% | +127.5% | +57.4% |
| 3Y | +339.2% | +61.9% | +277.4% | +306.8% |
| 5Y | +229.2% | -82.1% | +311.2% | +201.6% |
| All | +308.7% | -81.0% | +389.7% | +296.4% |
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