+219.2%
ALLE vs GAP
+15.9%
+203.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.2% |
| 7D | -0.6% | -3.8% | +3.2% | +0.1% |
| 30D | +25.3% | -9.0% | +34.4% | +27.4% |
| 3M | +10.3% | +5.5% | +4.8% | +8.6% |
| 6M | +38.0% | -11.1% | +49.1% | +39.6% |
| YTD | +17.8% | -13.6% | +31.3% | +19.2% |
| 1Y | +13.6% | -2.9% | +16.5% | +12.2% |
| 3Y | +89.2% | +69.6% | +19.6% | +57.0% |
| 5Y | +51.1% | +5.4% | +45.7% | +30.2% |
| All | +219.2% | +15.9% | +203.3% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling