+368.5%
GH vs ALLE
+125.7%
+242.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.2% |
| 7D | -15.6% | -0.6% | -15.1% | -15.4% |
| 30D | -10.4% | +25.3% | -35.7% | -21.3% |
| 3M | -4.3% | +10.3% | -14.5% | -10.0% |
| 6M | +63.5% | +38.0% | +25.5% | +34.3% |
| YTD | +47.7% | +17.8% | +29.9% | +31.3% |
| 1Y | +56.7% | +13.6% | +43.1% | +42.1% |
| 3Y | +443.9% | +89.2% | +354.7% | +250.5% |
| 5Y | +36.9% | +51.1% | -14.1% | -0.7% |
| All | +368.5% | +125.7% | +242.8% | +138.0% |
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 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