+118.9%
EOG vs GNRC
+448.8%
-330.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.6% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +2.9% | -15.7% | +18.7% | +5.8% |
| 3M | +8.7% | -27.3% | +36.1% | +13.8% |
| 6M | +12.9% | -12.1% | +25.0% | +12.8% |
| YTD | +43.8% | +37.1% | +6.7% | +31.3% |
| 1Y | +27.1% | -0.5% | +27.5% | +22.5% |
| 3Y | +25.9% | +61.5% | -35.6% | +7.2% |
| 5Y | +177.9% | -58.6% | +236.5% | +207.9% |
| All | +118.9% | +448.8% | -330.0% | -16.7% |
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