+527.3%
GS vs EOSE
-61.3%
+588.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.9% | -10.8% | -0.5% |
| 7D | +0.9% | +19.0% | -18.1% | -0.2% |
| 30D | -1.6% | +1.6% | -3.1% | -1.9% |
| 3M | -4.5% | -52.0% | +47.5% | -1.3% |
| 6M | +20.9% | -42.5% | +63.4% | +22.8% |
| YTD | +19.9% | -66.1% | +86.0% | +24.0% |
| 1Y | +41.4% | -47.1% | +88.6% | +42.1% |
| 3Y | +239.2% | +0.8% | +238.4% | +214.4% |
| 5Y | +185.0% | -71.7% | +256.7% | +155.1% |
| All | +527.3% | -61.3% | +588.7% | +493.8% |
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 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