-55.4%
GTLB vs EOSE
-67.4%
+12.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.7% | -1.4% |
| 7D | -6.6% | +15.0% | -21.5% | -8.2% |
| 30D | +13.7% | +2.5% | +11.3% | +12.9% |
| 3M | +52.9% | -33.7% | +86.6% | +57.4% |
| 6M | +88.5% | -32.7% | +121.2% | +89.3% |
| YTD | +23.4% | -63.8% | +87.2% | +30.1% |
| 1Y | -3.8% | -40.5% | +36.7% | -7.7% |
| 3Y | -11.5% | +50.4% | -61.9% | -34.7% |
| All | -55.4% | -67.4% | +12.0% | -60.0% |
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