+190.4%
GD vs ALLE
+225.5%
-35.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -1.1% |
| 7D | -3.9% | 0.0% | -3.9% | -4.0% |
| 30D | +8.1% | +20.6% | -12.5% | -0.6% |
| 3M | -6.8% | +11.4% | -18.2% | -11.4% |
| 6M | +3.0% | +42.5% | -39.5% | -12.6% |
| YTD | +7.8% | +18.9% | -11.1% | -1.6% |
| 1Y | +5.8% | +14.2% | -8.4% | -1.7% |
| 3Y | +55.3% | +90.7% | -35.4% | +11.0% |
| 5Y | +96.7% | +52.5% | +44.2% | +52.4% |
| All | +190.4% | +225.5% | -35.1% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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