+14.2%
ALLE vs GGLL
-16.9%
+31.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -3.0% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | +20.6% | -36.3% | +56.8% | +19.9% |
| 3M | +11.4% | -42.7% | +54.1% | +10.8% |
| 6M | +42.5% | -53.1% | +95.6% | +43.9% |
| YTD | +18.9% | -32.1% | +51.0% | +16.0% |
| 1Y | +14.2% | -20.1% | +34.2% | +9.9% |
| All | +14.2% | -16.9% | +31.1% | +9.9% |
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