+14.7%
GTLB vs EOSE
-49.1%
+63.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.9% | -9.8% | +0.9% |
| 7D | +11.1% | +19.0% | -8.0% | +10.6% |
| 30D | +37.8% | +1.6% | +36.2% | +37.3% |
| 3M | +61.6% | -52.0% | +113.6% | +60.0% |
| 6M | +98.9% | -42.5% | +141.4% | +98.5% |
| YTD | +32.8% | -66.1% | +98.9% | +34.3% |
| 1Y | +14.7% | -47.1% | +61.8% | +34.5% |
| All | +14.7% | -49.1% | +63.7% | +34.5% |
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