+25.2%
GFS vs ALLE
+14.3%
+10.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +17.2% | +1.6% | +15.7% | +17.1% |
| 30D | -8.7% | +24.1% | -32.8% | -10.3% |
| 3M | -19.7% | +14.8% | -34.5% | -19.7% |
| 6M | -40.7% | +45.9% | -86.6% | -44.9% |
| YTD | +22.5% | +20.7% | +1.8% | +21.4% |
| 1Y | +25.2% | +14.2% | +11.0% | +27.5% |
| All | +25.2% | +14.3% | +10.9% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling