-41.9%
GPN vs EOSE
-60.2%
+18.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.6% | +1.9% |
| 7D | -3.5% | +14.0% | -17.5% | -4.2% |
| 30D | +3.1% | -5.9% | +9.0% | +3.2% |
| 3M | +42.3% | -34.3% | +76.6% | +44.2% |
| 6M | +20.9% | -37.8% | +58.6% | +22.0% |
| YTD | +15.2% | -65.2% | +80.4% | +18.3% |
| 1Y | +5.4% | -41.9% | +47.4% | +4.4% |
| 3Y | -27.4% | +44.6% | -72.0% | -35.5% |
| 5Y | -44.2% | -69.2% | +25.0% | -52.3% |
| All | -41.9% | -60.2% | +18.4% | -45.5% |
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