-12.1%
GFS vs ALLE
+58.4%
-70.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | -15.8% | +25.9% | -41.7% | -27.3% |
| 3M | -18.6% | +14.9% | -33.5% | -25.8% |
| 6M | -45.0% | +42.1% | -87.1% | -56.9% |
| YTD | +16.8% | +20.4% | -3.6% | +1.2% |
| 1Y | +17.8% | +14.9% | +2.9% | +5.4% |
| 3Y | -21.5% | +90.1% | -111.6% | -53.2% |
| 5Y | -29.3% | +53.0% | -82.3% | -49.6% |
| All | -12.1% | +58.4% | -70.5% | -39.2% |
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