+211.8%
GLD vs ALLE
+212.2%
-0.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.2% |
| 7D | -2.0% | -0.8% | -1.1% | -1.9% |
| 30D | -4.4% | +27.4% | -31.8% | -5.3% |
| 3M | -8.9% | +13.8% | -22.8% | -9.4% |
| 6M | -16.0% | +45.5% | -61.5% | -17.1% |
| YTD | -7.9% | +21.4% | -29.3% | -8.6% |
| 1Y | -3.9% | +15.4% | -19.2% | -4.5% |
| 3Y | +103.4% | +91.7% | +11.7% | +99.8% |
| 5Y | +109.7% | +54.5% | +55.2% | +106.0% |
| 10Y | +211.8% | +210.5% | +1.3% | +207.2% |
| All | +211.8% | +212.2% | -0.3% | +207.2% |
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