+89.2%
ALLE vs GGLL
+154.9%
-65.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | -0.6% | +3.1% | -3.7% | -0.6% |
| 30D | +25.3% | -36.3% | +61.7% | +26.7% |
| 3M | +10.3% | -40.4% | +50.6% | +11.7% |
| 6M | +38.0% | -54.6% | +92.7% | +41.6% |
| YTD | +17.8% | -31.1% | +48.9% | +17.6% |
| 1Y | +13.6% | -19.2% | +32.8% | +12.3% |
| 3Y | +89.2% | +151.5% | -62.3% | +71.4% |
| All | +89.2% | +154.9% | -65.7% | +71.4% |
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 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