-17.4%
GIS vs ALLE
+18.6%
-35.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | +4.6% |
| 7D | +8.5% | +6.7% | +1.8% | +6.3% |
| 30D | +15.3% | +25.4% | -10.1% | +7.7% |
| 3M | +0.9% | +16.9% | -16.0% | -4.2% |
| 6M | +7.9% | +46.6% | -38.6% | -3.2% |
| YTD | -17.6% | +22.4% | -40.0% | -19.0% |
| 1Y | -17.4% | +17.7% | -35.1% | -18.2% |
| All | -17.4% | +18.6% | -35.9% | -18.2% |
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