+50.4%
ALLE vs GAP
+5.0%
+45.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.2% |
| 7D | -0.6% | -3.8% | +3.2% | 0.0% |
| 30D | +25.3% | -9.0% | +34.4% | +27.2% |
| 3M | +10.3% | +5.5% | +4.8% | +8.8% |
| 6M | +38.0% | -11.1% | +49.1% | +39.5% |
| YTD | +17.8% | -13.6% | +31.3% | +19.1% |
| 1Y | +13.6% | -2.9% | +16.5% | +12.4% |
| 3Y | +89.2% | +69.6% | +19.6% | +58.5% |
| All | +50.4% | +5.0% | +45.4% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling