+620.7%
GEV vs ALLE
+20.3%
+600.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | +3.3% | -0.2% | +3.5% | +3.4% |
| 30D | -7.5% | -6.8% | -0.7% | -5.2% |
| 3M | -2.2% | +21.0% | -23.2% | -9.1% |
| 6M | +12.1% | +1.1% | +11.0% | +10.9% |
| YTD | +44.4% | -0.5% | +44.9% | +42.2% |
| 1Y | +57.7% | -7.3% | +64.9% | +59.3% |
| All | +620.7% | +20.3% | +600.4% | +476.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling