+433.9%
GNRC vs ALLE
+155.7%
+278.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | 0.0% |
| 7D | +3.2% | -2.2% | +5.3% | +4.7% |
| 30D | -9.5% | -8.3% | -1.2% | -3.9% |
| 3M | -28.5% | +16.3% | -44.8% | -36.3% |
| 6M | -10.0% | +1.8% | -11.8% | -12.3% |
| YTD | +36.7% | -3.9% | +40.7% | +37.6% |
| 1Y | +2.6% | -10.0% | +12.6% | +8.2% |
| 3Y | +61.9% | +45.8% | +16.1% | +20.5% |
| 5Y | -59.0% | +13.3% | -72.3% | -64.3% |
| All | +433.9% | +155.7% | +278.2% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling