+143.4%
EEM vs GNRC
+2,020.8%
-1,877.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.6% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | +2.4% | -15.8% | +18.2% | +6.0% |
| 3M | +4.2% | -24.0% | +28.2% | +9.9% |
| 6M | +14.8% | -13.8% | +28.6% | +17.3% |
| YTD | +23.1% | +33.2% | -10.1% | +14.5% |
| 1Y | +32.5% | -1.8% | +34.3% | +30.3% |
| 3Y | +85.9% | +57.7% | +28.2% | +60.7% |
| 5Y | +43.6% | -59.7% | +103.3% | +56.5% |
| 10Y | +127.2% | +430.7% | -303.5% | +29.5% |
| All | +143.4% | +2,020.8% | -1,877.4% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling