+15.4%
ALLE vs GPC
+2.0%
+13.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | -0.8% | -2.1% | +1.3% | +0.1% |
| 30D | +27.4% | -4.5% | +31.9% | +29.8% |
| 3M | +13.8% | -7.7% | +21.5% | +17.7% |
| 6M | +45.5% | +24.3% | +21.2% | +28.7% |
| YTD | +21.4% | +3.5% | +17.9% | +18.1% |
| 1Y | +15.4% | +0.7% | +14.6% | +14.7% |
| All | +15.4% | +2.0% | +13.4% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling