-60.8%
EOSE vs GNRC
-12.0%
-48.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -2.8% |
| 7D | +1.8% | -0.2% | +2.0% | +2.0% |
| 30D | -6.8% | -15.7% | +8.9% | +3.2% |
| 3M | -36.3% | -27.3% | -9.0% | -23.1% |
| 6M | -38.8% | -12.1% | -26.7% | -35.3% |
| YTD | -65.5% | +37.1% | -102.7% | -72.4% |
| 1Y | -45.3% | -0.5% | -44.8% | -47.2% |
| 3Y | +44.2% | +61.5% | -17.4% | -2.1% |
| 5Y | -69.5% | -58.6% | -10.9% | -50.1% |
| All | -60.8% | -12.0% | -48.8% | -49.8% |
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 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