+10.3%
GLXY vs EOSE
-41.7%
+52.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.5% | -3.5% | -5.7% |
| 7D | +4.5% | +15.0% | -10.4% | -1.3% |
| 30D | +28.8% | +2.5% | +26.4% | +25.6% |
| 3M | -23.0% | -33.7% | +10.7% | -12.8% |
| 6M | +17.0% | -32.7% | +49.7% | +24.7% |
| YTD | +12.5% | -63.8% | +76.3% | +41.7% |
| 1Y | -5.4% | -40.5% | +35.2% | -2.4% |
| All | +10.3% | -41.7% | +52.0% | +4.4% |
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