+45.0%
EEM vs GNRC
-58.7%
+103.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.7% | +0.7% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +2.1% | -15.7% | +17.8% | +5.0% |
| 3M | +1.0% | -27.3% | +28.4% | +6.4% |
| 6M | +15.9% | -12.1% | +28.0% | +17.9% |
| YTD | +24.6% | +37.1% | -12.5% | +17.9% |
| 1Y | +32.3% | -0.5% | +32.7% | +30.8% |
| 3Y | +85.9% | +61.5% | +24.4% | +66.7% |
| All | +45.0% | -58.7% | +103.7% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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