+270.3%
ALLE vs GFI
+1,273.5%
-1,003.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.0% |
| 7D | -0.2% | +3.1% | -3.4% | -0.3% |
| 30D | -6.8% | +27.1% | -33.9% | -7.5% |
| 3M | +21.0% | +21.2% | -0.1% | +20.2% |
| 6M | +1.1% | -4.5% | +5.6% | +1.0% |
| YTD | -0.5% | +11.7% | -12.3% | -1.1% |
| 1Y | -7.3% | +46.0% | -53.3% | -8.4% |
| 3Y | +42.3% | +309.6% | -267.3% | +36.4% |
| 5Y | +13.5% | +506.0% | -492.6% | +7.7% |
| 10Y | +144.0% | +1,009.2% | -865.2% | +135.3% |
| All | +270.3% | +1,273.5% | -1,003.2% | +269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling