-18.0%
GIS vs ALLE
+233.6%
-251.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -2.3% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +10.1% | +26.6% | -16.5% | +5.2% |
| 3M | -3.7% | +13.2% | -16.8% | -6.0% |
| 6M | +4.3% | +42.9% | -38.6% | -2.8% |
| YTD | -19.8% | +21.0% | -40.8% | -22.9% |
| 1Y | -20.5% | +15.2% | -35.6% | -22.9% |
| 3Y | -38.3% | +95.6% | -133.9% | -45.8% |
| 5Y | -32.2% | +53.4% | -85.6% | -38.5% |
| 10Y | -18.0% | +221.5% | -239.5% | -36.1% |
| All | -18.0% | +233.6% | -251.6% | -36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling