+349.6%
ALLE vs GFI
+960.4%
-610.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | -0.4% |
| 7D | +1.6% | -5.4% | +7.0% | +1.7% |
| 30D | +24.1% | -1.5% | +25.6% | +24.1% |
| 3M | +14.8% | -10.2% | +25.0% | +15.1% |
| 6M | +45.9% | -19.3% | +65.1% | +46.4% |
| YTD | +20.7% | -13.7% | +34.5% | +20.9% |
| 1Y | +14.2% | -12.1% | +26.3% | +14.2% |
| 3Y | +90.7% | +208.4% | -117.7% | +84.1% |
| 5Y | +50.6% | +301.4% | -250.9% | +43.9% |
| 10Y | +208.9% | +1,285.2% | -1,076.3% | +199.6% |
| All | +349.6% | +960.4% | -610.8% | +351.4% |
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