-54.8%
GTLB vs EOSE
-69.0%
+14.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -5.7% | +1.8% | -7.5% | -6.0% |
| 30D | +15.1% | -6.8% | +22.0% | +15.5% |
| 3M | +65.5% | -36.3% | +101.7% | +71.0% |
| 6M | +102.9% | -38.8% | +141.7% | +106.0% |
| YTD | +25.2% | -65.5% | +90.7% | +32.6% |
| 1Y | -5.5% | -45.3% | +39.8% | -8.5% |
| 3Y | -10.9% | +44.2% | -55.0% | -33.9% |
| All | -54.8% | -69.0% | +14.2% | -59.2% |
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