+451.5%
GLW vs EOSE
-61.3%
+512.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.9% | -5.2% | +4.8% |
| 7D | +3.8% | +19.0% | -15.3% | +2.2% |
| 30D | -1.3% | +1.6% | -2.9% | -1.7% |
| 3M | -21.8% | -52.0% | +30.2% | -17.9% |
| 6M | +6.9% | -42.5% | +49.4% | +10.3% |
| YTD | +77.2% | -66.1% | +143.3% | +86.3% |
| 1Y | +123.2% | -47.1% | +170.4% | +127.5% |
| 3Y | +400.0% | +0.8% | +399.2% | +364.9% |
| 5Y | +342.8% | -71.7% | +414.5% | +286.7% |
| All | +451.5% | -61.3% | +512.8% | +407.3% |
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