+199.8%
GS vs EOSE
+48.1%
+151.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.1% |
| 7D | +5.9% | +9.8% | -3.9% | +5.0% |
| 30D | +4.3% | -2.1% | +6.4% | +4.0% |
| 3M | -11.7% | -54.1% | +42.4% | -7.6% |
| 6M | -3.2% | -76.9% | +73.8% | +5.1% |
| YTD | +5.8% | -83.3% | +89.1% | +14.9% |
| 1Y | +16.0% | -87.4% | +103.5% | +27.7% |
| 3Y | +199.8% | +61.9% | +137.9% | +177.8% |
| All | +199.8% | +48.1% | +151.7% | +177.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling