+155.9%
ALLE vs GFI
+1,093.3%
-937.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | -2.4% | -2.7% | +0.3% | -2.3% |
| 30D | -7.7% | +13.2% | -20.9% | -8.2% |
| 3M | +15.2% | +28.5% | -13.3% | +13.9% |
| 6M | +5.4% | -6.2% | +11.6% | +5.3% |
| YTD | -2.9% | +8.7% | -11.6% | -3.6% |
| 1Y | -12.8% | +24.8% | -37.6% | -13.9% |
| 3Y | +47.2% | +298.0% | -250.9% | +38.7% |
| 5Y | +13.5% | +546.0% | -532.5% | +5.2% |
| All | +155.9% | +1,093.3% | -937.4% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GFI 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling