+58.6%
GD vs ALLE
+96.3%
-37.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.3% | -3.0% |
| 7D | +3.0% | +6.7% | -3.7% | +1.2% |
| 30D | +10.5% | +25.4% | -14.9% | +3.9% |
| 3M | -5.0% | +16.9% | -21.9% | -9.0% |
| 6M | +5.5% | +46.6% | -41.1% | -5.5% |
| YTD | +10.3% | +22.4% | -12.1% | +3.8% |
| 1Y | +8.2% | +17.7% | -9.6% | +2.9% |
| All | +58.6% | +96.3% | -37.8% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling