+221.5%
ALLE vs GAP
+20.3%
+201.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +2.1% |
| 7D | -0.6% | 0.0% | -0.7% | -0.7% |
| 30D | +26.6% | -4.3% | +30.9% | +27.5% |
| 3M | +13.2% | +9.4% | +3.8% | +10.7% |
| 6M | +42.9% | -3.3% | +46.2% | +42.3% |
| YTD | +21.0% | -10.5% | +31.6% | +21.7% |
| 1Y | +15.2% | -2.4% | +17.5% | +13.7% |
| 3Y | +95.6% | +80.1% | +15.5% | +60.5% |
| 5Y | +53.4% | +6.5% | +47.0% | +32.1% |
| 10Y | +221.5% | +14.6% | +206.9% | +124.1% |
| All | +221.5% | +20.3% | +201.2% | +124.1% |
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