+37.3%
GS vs EOSE
-40.1%
+77.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.7% | -0.4% |
| 7D | +2.4% | +15.0% | -12.5% | +1.0% |
| 30D | -0.1% | +2.5% | -2.5% | -0.7% |
| 3M | +0.2% | -33.7% | +33.9% | +2.6% |
| 6M | +24.8% | -32.7% | +57.5% | +26.4% |
| YTD | +18.8% | -63.8% | +82.5% | +24.3% |
| 1Y | +37.3% | -40.5% | +77.9% | +47.2% |
| All | +37.3% | -40.1% | +77.4% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling