-33.8%
GIS vs ALLE
+51.6%
-85.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | -3.4% | +3.6% | -6.9% | -4.0% |
| 30D | +6.9% | +25.9% | -19.0% | +2.3% |
| 3M | -10.1% | +15.8% | -25.9% | -12.8% |
| 6M | +5.9% | +48.1% | -42.2% | -1.8% |
| YTD | -21.1% | +22.0% | -43.1% | -24.1% |
| 1Y | -22.5% | +18.0% | -40.5% | -25.1% |
| 3Y | -39.0% | +93.1% | -132.1% | -45.1% |
| All | -33.8% | +51.6% | -85.4% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling