-16.4%
GFS vs ALLE
+55.0%
-71.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.2% | +6.7% |
| 7D | -7.8% | -0.6% | -7.3% | -7.6% |
| 30D | -19.7% | +25.3% | -45.0% | -30.5% |
| 3M | -23.1% | +10.3% | -33.4% | -28.1% |
| 6M | -46.4% | +38.0% | -84.4% | -57.3% |
| YTD | +11.0% | +17.8% | -6.7% | -2.6% |
| 1Y | +12.6% | +13.6% | -1.0% | +1.2% |
| 3Y | -24.9% | +89.2% | -114.1% | -55.3% |
| 5Y | -39.1% | +51.1% | -90.1% | -56.3% |
| All | -16.4% | +55.0% | -71.4% | -41.5% |
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