+107.6%
ALLE vs GGLL
+210.8%
-103.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.1% |
| 7D | +3.6% | +7.7% | -4.1% | +3.1% |
| 30D | +25.9% | -30.2% | +56.1% | +28.3% |
| 3M | +15.8% | -31.3% | +47.0% | +17.9% |
| 6M | +48.1% | -52.1% | +100.2% | +54.8% |
| YTD | +22.0% | -25.9% | +47.8% | +21.8% |
| 1Y | +18.0% | -8.5% | +26.5% | +15.2% |
| 3Y | +93.1% | +165.5% | -72.5% | +57.2% |
| All | +107.6% | +210.8% | -103.2% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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