-12.7%
GFS vs ALLE
+61.1%
-73.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.8% | -7.7% | -6.9% |
| 7D | -12.5% | +6.7% | -19.2% | -15.8% |
| 30D | -16.9% | +25.4% | -42.3% | -28.1% |
| 3M | -22.3% | +16.9% | -39.2% | -29.9% |
| 6M | -40.2% | +46.6% | -86.8% | -54.2% |
| YTD | +16.0% | +22.4% | -6.4% | -0.6% |
| 1Y | +17.7% | +17.7% | -0.1% | +3.5% |
| 3Y | -23.4% | +96.3% | -119.7% | -55.4% |
| 5Y | -35.4% | +57.4% | -92.8% | -54.9% |
| All | -12.7% | +61.1% | -73.8% | -40.3% |
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