+279.4%
GNRC vs ALLE
+342.5%
-63.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.7% |
| 7D | +7.9% | +3.6% | +4.4% | +5.6% |
| 30D | -3.7% | +25.9% | -29.6% | -18.0% |
| 3M | -11.9% | +15.8% | -27.7% | -20.8% |
| 6M | -28.6% | +48.1% | -76.7% | -46.1% |
| YTD | +39.9% | +22.0% | +17.9% | +19.1% |
| 1Y | +23.4% | +18.0% | +5.3% | +7.5% |
| 3Y | +84.2% | +93.1% | -8.8% | +14.8% |
| 5Y | -57.3% | +52.1% | -109.4% | -68.9% |
| 10Y | +376.8% | +212.0% | +164.8% | +127.4% |
| All | +279.4% | +342.5% | -63.1% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling