+570.7%
EME vs GNRC
-58.7%
+629.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.6% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | -6.3% | -15.7% | +9.4% | -2.5% |
| 3M | -3.8% | -27.3% | +23.6% | +3.4% |
| 6M | +8.5% | -12.1% | +20.6% | +11.2% |
| YTD | +27.8% | +37.1% | -9.3% | +18.5% |
| 1Y | +22.2% | -0.5% | +22.7% | +21.1% |
| 3Y | +253.5% | +61.5% | +192.0% | +215.6% |
| All | +570.7% | -58.7% | +629.4% | +601.1% |
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