+13.3%
ALLE vs GFI
+512.6%
-499.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.7% |
| 7D | -2.2% | +4.7% | -6.9% | -2.5% |
| 30D | -8.3% | +14.4% | -22.8% | -9.3% |
| 3M | +16.3% | +32.5% | -16.3% | +13.6% |
| 6M | +1.8% | -7.2% | +9.0% | +1.7% |
| YTD | -3.9% | +10.9% | -14.8% | -5.3% |
| 1Y | -10.0% | +35.5% | -45.5% | -12.7% |
| 3Y | +45.8% | +312.1% | -266.3% | +27.8% |
| 5Y | +13.3% | +524.6% | -511.3% | -4.0% |
| All | +13.3% | +512.6% | -499.3% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling