+50.0%
ALLE vs GFI
+317.3%
-267.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.7% |
| 7D | +2.8% | +5.7% | -2.9% | +2.4% |
| 30D | -7.6% | +15.6% | -23.2% | -8.6% |
| 3M | +22.8% | +31.5% | -8.8% | +20.2% |
| 6M | +4.6% | -3.7% | +8.3% | +4.2% |
| YTD | -1.2% | +11.2% | -12.4% | -2.3% |
| 1Y | -9.1% | +36.4% | -45.5% | -11.1% |
| 3Y | +50.0% | +313.5% | -263.5% | +32.7% |
| All | +50.0% | +317.3% | -267.3% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling