+238.8%
EQX vs GNRC
+283.6%
-44.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.1% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +7.8% | -15.7% | +23.5% | +11.1% |
| 3M | +21.3% | -27.3% | +48.7% | +27.8% |
| 6M | -22.4% | -12.1% | -10.4% | -21.3% |
| YTD | -11.3% | +37.1% | -48.4% | -17.0% |
| 1Y | +13.5% | -0.5% | +14.0% | +11.7% |
| 3Y | +162.1% | +61.5% | +100.6% | +131.1% |
| 5Y | +84.2% | -58.6% | +142.8% | +83.3% |
| All | +238.8% | +283.6% | -44.8% | +320.2% |
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