+65.1%
GNRC vs ALLE
+49.7%
+15.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.0% |
| 7D | +4.8% | +2.8% | +2.1% | +2.9% |
| 30D | -10.4% | -7.6% | -2.7% | -5.5% |
| 3M | -28.5% | +22.8% | -51.2% | -38.6% |
| 6M | -6.8% | +4.6% | -11.4% | -10.2% |
| YTD | +39.5% | -1.2% | +40.7% | +37.7% |
| 1Y | +3.4% | -9.1% | +12.5% | +9.3% |
| 3Y | +65.1% | +50.0% | +15.2% | +10.4% |
| All | +65.1% | +49.7% | +15.5% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling