+89.2%
ALLE vs GAP
+67.6%
+21.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.4% |
| 7D | -0.6% | -3.8% | +3.2% | -0.1% |
| 30D | +25.3% | -9.0% | +34.4% | +26.8% |
| 3M | +10.3% | +5.5% | +4.8% | +9.2% |
| 6M | +38.0% | -11.1% | +49.1% | +39.2% |
| YTD | +17.8% | -13.6% | +31.3% | +18.9% |
| 1Y | +13.6% | -2.9% | +16.5% | +13.0% |
| 3Y | +89.2% | +69.6% | +19.6% | +79.6% |
| All | +89.2% | +67.6% | +21.6% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling