-47.1%
EOSE vs GNRC
+6.8%
-53.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +9.5% |
| 7D | +19.0% | +1.9% | +17.1% | +17.8% |
| 30D | +1.6% | -13.8% | +15.4% | +10.5% |
| 3M | -52.0% | -32.6% | -19.3% | -40.4% |
| 6M | -42.5% | -15.2% | -27.3% | -37.7% |
| YTD | -66.1% | +37.4% | -103.5% | -72.6% |
| 1Y | -47.1% | +5.1% | -52.3% | -48.8% |
| All | -47.1% | +6.8% | -53.9% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling