+12.6%
GTLB vs EOSE
-85.5%
+98.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.6% | -12.6% | -0.3% |
| 7D | -9.7% | +9.7% | -19.4% | -9.9% |
| 30D | +1.7% | -34.6% | +36.2% | +2.2% |
| 3M | +43.6% | -50.8% | +94.4% | +44.0% |
| 6M | +113.0% | -66.5% | +179.4% | +112.0% |
| YTD | +39.5% | -81.3% | +120.9% | +43.2% |
| 1Y | +12.6% | -84.8% | +97.4% | +16.7% |
| All | +12.6% | -85.5% | +98.1% | +16.7% |
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