+155.9%
ALLE vs GFI
+1,066.8%
-911.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.4% |
| 7D | -2.4% | -4.9% | +2.5% | -2.2% |
| 30D | -7.7% | +10.7% | -18.4% | -8.1% |
| 3M | +15.2% | +25.6% | -10.5% | +14.0% |
| 6M | +5.4% | -8.3% | +13.7% | +5.4% |
| YTD | -2.9% | +6.3% | -9.2% | -3.5% |
| 1Y | -12.8% | +22.1% | -34.8% | -13.8% |
| 3Y | +47.2% | +289.2% | -242.0% | +38.8% |
| 5Y | +13.5% | +531.7% | -518.2% | +5.3% |
| All | +155.9% | +1,066.8% | -911.0% | +152.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling