-2.4%
GFS vs ALLE
+30.9%
-33.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.9% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | -8.6% | -6.8% | -1.8% | -4.5% |
| 3M | -46.5% | +21.0% | -67.6% | -53.6% |
| 6M | -4.8% | +1.1% | -5.9% | -6.7% |
| YTD | +29.7% | -0.5% | +30.2% | +27.2% |
| 1Y | +35.8% | -7.3% | +43.1% | +39.8% |
| 3Y | -18.3% | +42.3% | -60.6% | -40.5% |
| All | -2.4% | +30.9% | -33.3% | -23.5% |
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 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