+526.1%
GS vs EOSE
-57.1%
+583.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | -0.8% |
| 7D | +3.4% | +41.4% | -38.1% | +1.2% |
| 30D | +0.2% | +3.6% | -3.4% | -0.3% |
| 3M | -0.3% | -35.7% | +35.4% | +1.4% |
| 6M | +27.4% | -29.9% | +57.2% | +28.0% |
| YTD | +19.6% | -62.5% | +82.1% | +23.0% |
| 1Y | +42.5% | -37.4% | +79.9% | +41.8% |
| 3Y | +240.4% | +55.8% | +184.6% | +209.5% |
| 5Y | +188.9% | -67.8% | +256.7% | +156.9% |
| All | +526.1% | -57.1% | +583.2% | +489.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling