-18.5%
GIS vs ALLE
+148.2%
-166.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -8.3% | +2.8% | -11.1% | -8.8% |
| 30D | +2.2% | -7.6% | +9.8% | +3.6% |
| 3M | +15.7% | +22.8% | -7.1% | +11.1% |
| 6M | -12.0% | +4.6% | -16.6% | -13.0% |
| YTD | -15.0% | -1.2% | -13.8% | -15.0% |
| 1Y | -20.1% | -9.1% | -11.0% | -19.0% |
| 3Y | -34.6% | +50.0% | -84.6% | -39.7% |
| 5Y | -22.8% | +15.2% | -38.1% | -26.2% |
| 10Y | -18.5% | +151.1% | -169.6% | -34.4% |
| All | -18.5% | +148.2% | -166.7% | -34.4% |
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