+105.9%
EMB vs GNRC
+2,077.0%
-1,971.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | 0.0% | +3.2% | -3.1% | -0.2% |
| 30D | -0.3% | -9.5% | +9.2% | +0.3% |
| 3M | -0.3% | -28.5% | +28.3% | +1.5% |
| 6M | +0.7% | -10.0% | +10.7% | +0.9% |
| YTD | +1.3% | +36.7% | -35.5% | -1.4% |
| 1Y | +4.7% | +2.6% | +2.1% | +3.6% |
| 3Y | +30.1% | +61.9% | -31.8% | +23.8% |
| 5Y | +6.9% | -59.0% | +65.9% | +7.4% |
| 10Y | +30.7% | +444.8% | -414.1% | +16.9% |
| All | +105.9% | +2,077.0% | -1,971.1% | +79.0% |
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