+1,344.7%
EME vs GNRC
+448.8%
+895.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.5% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | -6.3% | -15.7% | +9.4% | -1.7% |
| 3M | -3.8% | -27.3% | +23.6% | +5.0% |
| 6M | +8.5% | -12.1% | +20.6% | +11.4% |
| YTD | +27.8% | +37.1% | -9.3% | +15.3% |
| 1Y | +22.2% | -0.5% | +22.7% | +20.2% |
| 3Y | +253.5% | +61.5% | +192.0% | +197.2% |
| 5Y | +578.6% | -58.6% | +637.2% | +693.1% |
| All | +1,344.7% | +448.8% | +895.8% | +419.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling