+408.2%
EMR vs GNRC
+2,120.5%
-1,712.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.8% |
| 7D | +3.1% | +4.8% | -1.8% | +1.8% |
| 30D | -3.5% | -10.4% | +6.8% | -0.8% |
| 3M | +9.8% | -28.5% | +38.2% | +19.1% |
| 6M | +10.8% | -6.8% | +17.6% | +11.2% |
| YTD | +15.9% | +39.5% | -23.5% | +3.6% |
| 1Y | +16.4% | +3.4% | +13.0% | +11.8% |
| 3Y | +62.1% | +65.1% | -3.0% | +34.2% |
| 5Y | +62.9% | -57.1% | +120.0% | +78.3% |
| 10Y | +267.8% | +432.5% | -164.7% | +82.0% |
| All | +408.2% | +2,120.5% | -1,712.3% | +59.0% |
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