+139.3%
GS vs EOSE
-84.9%
+224.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.4% | +7.1% | +0.1% |
| 7D | -3.2% | -7.9% | +4.7% | -2.8% |
| 30D | -2.4% | -43.9% | +41.5% | +0.7% |
| 3M | -15.7% | -55.8% | +40.1% | -12.1% |
| 6M | -6.8% | -73.4% | +66.6% | -0.6% |
| YTD | -0.1% | -84.8% | +84.8% | +8.2% |
| 1Y | +12.1% | -88.6% | +100.7% | +22.8% |
| 3Y | +185.8% | -2.8% | +188.6% | +166.1% |
| All | +139.3% | -84.9% | +224.2% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling