-21.3%
GFS vs ALLE
+56.4%
-77.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.9% | -7.0% | -8.2% |
| 7D | -20.7% | 0.0% | -20.7% | -20.7% |
| 30D | -25.2% | +20.6% | -45.8% | -33.7% |
| 3M | -26.3% | +11.4% | -37.7% | -31.5% |
| 6M | -50.7% | +42.5% | -93.2% | -61.6% |
| YTD | +4.5% | +18.9% | -14.4% | -8.8% |
| 1Y | +2.5% | +14.2% | -11.7% | -8.1% |
| 3Y | -30.9% | +90.7% | -121.6% | -59.0% |
| 5Y | -42.6% | +52.5% | -95.1% | -59.1% |
| All | -21.3% | +56.4% | -77.7% | -45.2% |
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 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