+273.5%
GWW vs EOSE
-60.2%
+333.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.5% |
| 7D | -3.1% | +14.0% | -17.1% | -3.5% |
| 30D | -2.3% | -5.9% | +3.6% | -2.3% |
| 3M | -3.3% | -34.3% | +31.0% | -2.6% |
| 6M | +15.4% | -37.8% | +53.1% | +15.8% |
| YTD | +26.7% | -65.2% | +91.9% | +28.6% |
| 1Y | +29.0% | -41.9% | +70.9% | +28.3% |
| 3Y | +89.0% | +44.6% | +44.4% | +76.9% |
| 5Y | +221.8% | -69.2% | +291.0% | +183.5% |
| All | +273.5% | -60.2% | +333.8% | +242.1% |
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