+158.5%
GM vs EOSE
-60.6%
+219.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.4% | +1.8% | -4.2% | -2.6% |
| 30D | -1.1% | -6.8% | +5.7% | -1.0% |
| 3M | +6.1% | -36.3% | +42.4% | +8.5% |
| 6M | +15.0% | -38.8% | +53.7% | +16.3% |
| YTD | +6.0% | -65.5% | +71.5% | +10.2% |
| 1Y | +47.1% | -45.3% | +92.4% | +45.6% |
| 3Y | +170.5% | +44.2% | +126.3% | +125.6% |
| 5Y | +80.5% | -69.5% | +150.0% | +50.8% |
| All | +158.5% | -60.6% | +219.2% | +122.9% |
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