+71.8%
GH vs ALLE
+18.6%
+53.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.8% | -5.4% | -3.9% |
| 7D | -7.7% | +6.7% | -14.3% | -8.6% |
| 30D | -10.0% | +25.4% | -35.3% | -13.4% |
| 3M | +5.5% | +16.9% | -11.4% | +3.0% |
| 6M | +84.9% | +46.6% | +38.4% | +67.8% |
| YTD | +65.0% | +22.4% | +42.6% | +50.4% |
| 1Y | +71.8% | +17.7% | +54.0% | +58.5% |
| All | +71.8% | +18.6% | +53.2% | +58.5% |
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