+149.2%
ALLE vs GPC
+83.6%
+65.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | -0.2% | +1.2% | -1.4% | -0.8% |
| 30D | -6.8% | +6.0% | -12.8% | -9.6% |
| 3M | +21.0% | +42.6% | -21.6% | -0.5% |
| 6M | +1.1% | +22.8% | -21.7% | -10.4% |
| YTD | -0.5% | +15.5% | -16.0% | -9.2% |
| 1Y | -7.3% | +2.0% | -9.3% | -9.7% |
| 3Y | +42.3% | -1.4% | +43.7% | +35.4% |
| 5Y | +13.5% | +30.6% | -17.1% | -8.6% |
| All | +149.2% | +83.6% | +65.6% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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