+58.4%
GH vs ALLE
+15.9%
+42.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -8.2% | -0.8% | -7.4% | -8.0% |
| 30D | -4.9% | +27.4% | -32.3% | -8.9% |
| 3M | -6.2% | +13.8% | -20.1% | -8.0% |
| 6M | +60.0% | +45.5% | +14.6% | +45.4% |
| YTD | +51.5% | +21.4% | +30.1% | +38.1% |
| 1Y | +58.4% | +15.4% | +43.0% | +47.3% |
| All | +58.4% | +15.9% | +42.5% | +47.3% |
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 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