+46.9%
ALLE vs GGLL
+245.5%
-198.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | -0.2% | -4.8% | +4.5% | 0.0% |
| 30D | -6.8% | -13.7% | +6.9% | -6.2% |
| 3M | +21.0% | -21.9% | +42.9% | +22.3% |
| 6M | +1.1% | +11.7% | -10.6% | -0.3% |
| YTD | -0.5% | +2.3% | -2.8% | -1.6% |
| 1Y | -7.3% | +76.2% | -83.4% | -11.6% |
| All | +46.9% | +245.5% | -198.7% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling