+188.5%
GD vs ALLE
+222.4%
-33.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -5.0% | -0.6% | -4.4% | -4.8% |
| 30D | +8.9% | +25.3% | -16.4% | -1.4% |
| 3M | -8.0% | +10.3% | -18.3% | -12.3% |
| 6M | +2.9% | +38.0% | -35.1% | -11.5% |
| YTD | +7.1% | +17.8% | -10.7% | -1.8% |
| 1Y | +5.9% | +13.6% | -7.7% | -1.3% |
| 3Y | +53.9% | +89.2% | -35.3% | +10.4% |
| 5Y | +95.4% | +51.1% | +44.4% | +52.0% |
| All | +188.5% | +222.4% | -33.9% | +57.6% |
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