+13.6%
ALLE vs GGLL
-19.4%
+33.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | -0.6% | +3.1% | -3.7% | -0.5% |
| 30D | +25.3% | -36.3% | +61.7% | +24.7% |
| 3M | +10.3% | -40.4% | +50.6% | +9.7% |
| 6M | +38.0% | -54.6% | +92.7% | +39.7% |
| YTD | +17.8% | -31.1% | +48.9% | +14.9% |
| 1Y | +13.6% | -19.2% | +32.8% | +9.5% |
| All | +13.6% | -19.4% | +33.0% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling