-20.1%
GIS vs ALLE
-8.3%
-11.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -8.3% | +2.8% | -11.1% | -8.9% |
| 30D | +2.2% | -7.6% | +9.8% | +4.1% |
| 3M | +15.7% | +22.8% | -7.1% | +9.0% |
| 6M | -12.0% | +4.6% | -16.6% | -12.4% |
| YTD | -15.0% | -1.2% | -13.8% | -11.9% |
| 1Y | -20.1% | -9.1% | -11.0% | -15.7% |
| All | -20.1% | -8.3% | -11.8% | -15.7% |
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