+366.9%
EOG vs GNRC
+2,020.8%
-1,653.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.8% |
| 7D | +1.0% | -0.7% | +1.8% | +1.1% |
| 30D | +2.8% | -15.8% | +18.7% | +6.3% |
| 3M | +5.9% | -24.0% | +29.9% | +10.6% |
| 6M | +17.1% | -13.8% | +30.8% | +17.6% |
| YTD | +43.9% | +33.2% | +10.7% | +30.6% |
| 1Y | +26.9% | -1.8% | +28.7% | +22.0% |
| 3Y | +23.6% | +57.7% | -34.2% | +3.4% |
| 5Y | +178.1% | -59.7% | +237.9% | +200.5% |
| 10Y | +119.8% | +430.7% | -310.9% | +2.5% |
| All | +366.9% | +2,020.8% | -1,653.9% | +24.4% |
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