+36.6%
GH vs ALLE
+49.9%
-13.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.1% |
| 7D | -15.6% | -0.6% | -15.1% | -15.4% |
| 30D | -10.4% | +25.3% | -35.7% | -23.0% |
| 3M | -4.3% | +10.3% | -14.5% | -10.9% |
| 6M | +63.5% | +38.0% | +25.5% | +29.0% |
| YTD | +47.7% | +17.8% | +29.9% | +28.2% |
| 1Y | +56.7% | +13.6% | +43.1% | +39.4% |
| 3Y | +443.9% | +89.2% | +354.7% | +191.8% |
| All | +36.6% | +49.9% | -13.3% | -19.0% |
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