+84.2%
GNRC vs ALLE
+94.0%
-9.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.7% |
| 7D | +7.9% | +3.6% | +4.4% | +5.9% |
| 30D | -3.7% | +25.9% | -29.6% | -16.4% |
| 3M | -11.9% | +15.8% | -27.7% | -19.4% |
| 6M | -28.6% | +48.1% | -76.7% | -44.9% |
| YTD | +39.9% | +22.0% | +17.9% | +21.4% |
| 1Y | +23.4% | +18.0% | +5.3% | +9.9% |
| 3Y | +84.2% | +93.1% | -8.8% | +16.8% |
| All | +84.2% | +94.0% | -9.7% | +16.8% |
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