-2.1%
EME vs GNRC
+17.5%
-19.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.5% | -0.1% | -6.5% |
| 7D | -5.8% | -6.0% | +0.2% | -3.7% |
| 30D | -17.9% | -12.0% | -5.9% | -14.4% |
| 3M | -22.0% | -13.4% | -8.6% | -18.2% |
| 6M | -29.7% | -26.4% | -3.3% | -22.2% |
| YTD | +4.7% | +38.8% | -34.1% | -5.3% |
| 1Y | -2.1% | +20.9% | -23.0% | -7.2% |
| All | -2.1% | +17.5% | -19.7% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling