+22.1%
GH vs ALLE
+13.7%
+8.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.4% |
| 7D | -0.1% | -0.2% | +0.2% | 0.0% |
| 30D | -1.1% | -6.8% | +5.7% | +3.3% |
| 3M | +21.3% | +21.0% | +0.3% | +5.2% |
| 6M | +73.5% | +1.1% | +72.4% | +70.0% |
| YTD | +58.0% | -0.5% | +58.6% | +54.3% |
| 1Y | +163.1% | -7.3% | +170.3% | +168.1% |
| 3Y | +361.0% | +42.3% | +318.8% | +216.4% |
| All | +22.1% | +13.7% | +8.4% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling