+3,431.3%
EME vs GNRC
+2,020.8%
+1,410.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.1% |
| 7D | +0.9% | -0.7% | +1.7% | +1.2% |
| 30D | -8.4% | -15.8% | +7.4% | -3.9% |
| 3M | -3.6% | -24.0% | +20.4% | +3.7% |
| 6M | +3.6% | -13.8% | +17.3% | +6.7% |
| YTD | +22.5% | +33.2% | -10.7% | +11.5% |
| 1Y | +18.2% | -1.8% | +20.0% | +16.6% |
| 3Y | +238.4% | +57.7% | +180.6% | +186.2% |
| 5Y | +550.5% | -59.7% | +610.3% | +634.9% |
| 10Y | +1,295.3% | +430.7% | +864.6% | +577.2% |
| All | +3,431.3% | +2,020.8% | +1,410.5% | +880.3% |
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