+276.0%
GWW vs EOSE
-60.6%
+336.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -3.4% | +1.8% | -5.2% | -3.4% |
| 30D | -1.9% | -6.8% | +4.9% | -1.9% |
| 3M | -2.4% | -36.3% | +33.9% | -1.6% |
| 6M | +15.7% | -38.8% | +54.5% | +16.2% |
| YTD | +27.6% | -65.5% | +93.1% | +29.5% |
| 1Y | +27.2% | -45.3% | +72.5% | +26.7% |
| 3Y | +89.7% | +44.2% | +45.5% | +77.6% |
| 5Y | +223.9% | -69.5% | +293.4% | +185.4% |
| All | +276.0% | -60.6% | +336.7% | +244.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling