-10.9%
GTLB vs EOSE
+42.6%
-53.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -5.7% | +1.8% | -7.5% | -5.9% |
| 30D | +15.1% | -6.8% | +22.0% | +15.2% |
| 3M | +65.5% | -36.3% | +101.7% | +68.4% |
| 6M | +102.9% | -38.8% | +141.7% | +104.7% |
| YTD | +25.2% | -65.5% | +90.7% | +30.0% |
| 1Y | -5.5% | -45.3% | +39.8% | -7.9% |
| 3Y | -10.9% | +44.2% | -55.0% | -29.2% |
| All | -10.9% | +42.6% | -53.5% | -29.2% |
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 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