+15.5%
GLXY vs EOSE
-45.5%
+60.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.9% | -11.5% | -4.7% |
| 7D | +13.4% | +19.0% | -5.6% | +5.1% |
| 30D | +38.1% | +1.6% | +36.5% | +35.2% |
| 3M | -7.3% | -52.0% | +44.7% | +17.7% |
| 6M | +8.2% | -42.5% | +50.7% | +22.8% |
| YTD | +17.8% | -66.1% | +83.9% | +52.3% |
| 1Y | +14.9% | -47.1% | +62.1% | +23.7% |
| All | +15.5% | -45.5% | +60.9% | +12.2% |
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