+348.2%
ALLE vs GAP
-20.0%
+368.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | +0.1% | -0.1% | +0.2% | 0.0% |
| 30D | +25.9% | -5.4% | +31.3% | +27.1% |
| 3M | +14.9% | +2.9% | +12.0% | +13.7% |
| 6M | +42.1% | -4.4% | +46.5% | +41.8% |
| YTD | +20.4% | -11.6% | +32.0% | +21.3% |
| 1Y | +14.9% | -6.0% | +20.9% | +14.2% |
| 3Y | +90.1% | +78.0% | +12.1% | +56.8% |
| 5Y | +53.0% | +8.5% | +44.5% | +31.6% |
| 10Y | +208.8% | +8.6% | +200.2% | +122.5% |
| All | +348.2% | -20.0% | +368.2% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling