+97.2%
GD vs ALLE
+13.7%
+83.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | -5.3% | -0.2% | -5.0% | -5.2% |
| 30D | -6.4% | -6.8% | +0.4% | -4.5% |
| 3M | +5.7% | +21.0% | -15.3% | -0.5% |
| 6M | -0.9% | +1.1% | -2.0% | -1.8% |
| YTD | +8.2% | -0.5% | +8.7% | +7.6% |
| 1Y | +13.4% | -7.3% | +20.7% | +15.1% |
| 3Y | +68.5% | +42.3% | +26.2% | +48.5% |
| All | +97.2% | +13.7% | +83.5% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling