-84.8%
EOSE vs GNRC
+17.5%
-102.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -9.5% | +22.2% | +17.7% |
| 7D | +9.7% | -6.0% | +15.7% | +12.2% |
| 30D | -34.6% | -12.0% | -22.5% | -30.3% |
| 3M | -50.8% | -13.4% | -37.4% | -47.2% |
| 6M | -66.5% | -26.4% | -40.1% | -60.6% |
| YTD | -81.3% | +38.8% | -120.2% | -86.1% |
| 1Y | -84.8% | +20.9% | -105.7% | -87.1% |
| All | -84.8% | +17.5% | -102.4% | -87.1% |
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 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