+25.9%
EOG vs GNRC
+61.6%
-35.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.3% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +2.9% | -15.7% | +18.7% | +4.6% |
| 3M | +8.7% | -27.3% | +36.1% | +11.7% |
| 6M | +12.9% | -12.1% | +25.0% | +12.0% |
| YTD | +43.8% | +37.1% | +6.7% | +31.8% |
| 1Y | +27.1% | -0.5% | +27.5% | +22.2% |
| 3Y | +25.9% | +61.5% | -35.6% | +15.1% |
| All | +25.9% | +61.6% | -35.7% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling