-18.0%
GIS vs ALLE
+13.7%
-31.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.6% |
| 7D | -7.8% | -0.2% | -7.6% | -7.8% |
| 30D | +6.6% | -6.8% | +13.4% | +7.9% |
| 3M | +21.0% | +21.0% | -0.1% | +16.7% |
| 6M | -9.1% | +1.1% | -10.2% | -9.5% |
| YTD | -13.6% | -0.5% | -13.1% | -13.6% |
| 1Y | -18.0% | -7.3% | -10.8% | -17.1% |
| 3Y | -33.7% | +42.3% | -75.9% | -37.2% |
| All | -18.0% | +13.7% | -31.8% | -16.3% |
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