+118.6%
GLD vs ALLE
+49.9%
+68.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +4.7% | -0.6% | +5.3% | +4.7% |
| 30D | -0.9% | +25.3% | -26.2% | -2.4% |
| 3M | -4.4% | +10.3% | -14.7% | -5.0% |
| 6M | -13.6% | +38.0% | -51.6% | -15.4% |
| YTD | -6.0% | +17.8% | -23.8% | -7.2% |
| 1Y | +1.8% | +13.6% | -11.8% | +0.6% |
| 3Y | +103.2% | +89.2% | +14.0% | +96.3% |
| All | +118.6% | +49.9% | +68.7% | +112.7% |
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 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