+272.6%
GNRC vs ALLE
+260.9%
+11.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.7% |
| 7D | +1.9% | -0.2% | +2.2% | +2.1% |
| 30D | -13.8% | -6.8% | -7.0% | -9.7% |
| 3M | -32.6% | +21.0% | -53.7% | -41.3% |
| 6M | -15.2% | +1.1% | -16.3% | -16.8% |
| YTD | +37.4% | -0.5% | +37.9% | +35.1% |
| 1Y | +5.1% | -7.3% | +12.4% | +8.5% |
| 3Y | +57.5% | +42.3% | +15.3% | +21.4% |
| 5Y | -58.7% | +13.5% | -72.2% | -63.6% |
| 10Y | +395.5% | +144.0% | +251.5% | +178.4% |
| All | +272.6% | +260.9% | +11.8% | +77.5% |
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