+219.2%
ALLE vs GPC
+85.6%
+133.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.2% |
| 7D | -0.6% | +1.6% | -2.1% | -1.3% |
| 30D | +25.3% | -2.1% | +27.4% | +26.5% |
| 3M | +10.3% | -6.8% | +17.1% | +14.1% |
| 6M | +38.0% | +18.6% | +19.5% | +24.7% |
| YTD | +17.8% | +2.7% | +15.1% | +14.2% |
| 1Y | +13.6% | +1.8% | +11.8% | +10.6% |
| 3Y | +89.2% | +1.1% | +88.1% | +77.1% |
| 5Y | +51.1% | +4.1% | +47.0% | +37.8% |
| All | +219.2% | +85.6% | +133.6% | +94.3% |
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