-36.9%
GLXY vs EOSE
-73.2%
+36.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.5% | -10.8% | -7.4% |
| 7D | +5.3% | +9.8% | -4.5% | +1.5% |
| 30D | -19.8% | -2.1% | -17.7% | -20.7% |
| 3M | -31.4% | -54.1% | +22.7% | -12.3% |
| 6M | -53.3% | -76.9% | +23.6% | -25.2% |
| YTD | -35.7% | -83.3% | +47.6% | +5.0% |
| 1Y | -47.2% | -87.4% | +40.2% | -4.3% |
| All | -36.9% | -73.2% | +36.2% | -22.6% |
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