-57.1%
GNRC vs ALLE
+17.0%
-74.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.1% |
| 7D | +4.8% | +2.8% | +2.1% | +2.5% |
| 30D | -10.4% | -7.6% | -2.7% | -4.4% |
| 3M | -28.5% | +22.8% | -51.2% | -40.7% |
| 6M | -6.8% | +4.6% | -11.4% | -11.6% |
| YTD | +39.5% | -1.2% | +40.7% | +36.9% |
| 1Y | +3.4% | -9.1% | +12.5% | +9.5% |
| 3Y | +65.1% | +50.0% | +15.2% | +6.8% |
| 5Y | -57.1% | +15.2% | -72.3% | -69.0% |
| All | -57.1% | +17.0% | -74.1% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling