-2.4%
GLD vs ALLE
+14.8%
-17.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.6% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -4.0% | +25.9% | -29.9% | -7.6% |
| 3M | -8.2% | +14.9% | -23.1% | -10.2% |
| 6M | -14.8% | +42.1% | -57.0% | -20.4% |
| YTD | -6.8% | +20.4% | -27.2% | -7.9% |
| 1Y | -2.4% | +14.9% | -17.2% | -2.5% |
| All | -2.4% | +14.8% | -17.2% | -2.5% |
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