-7.2%
GLD vs ALLE
+15.3%
-22.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -4.6% | +3.6% | -8.1% | -5.1% |
| 30D | -5.5% | +25.9% | -31.4% | -8.9% |
| 3M | -10.9% | +15.8% | -26.7% | -12.8% |
| 6M | -17.4% | +48.1% | -65.5% | -23.6% |
| YTD | -10.3% | +22.0% | -32.3% | -11.3% |
| 1Y | -7.2% | +18.0% | -25.2% | -7.7% |
| All | -7.2% | +15.3% | -22.5% | -7.7% |
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