+203.1%
GLD vs ALLE
+344.1%
-141.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.7% |
| 7D | -0.3% | +6.7% | -6.9% | -0.3% |
| 30D | -1.9% | +25.4% | -27.3% | -2.1% |
| 3M | -0.4% | +16.9% | -17.4% | -0.6% |
| 6M | -10.2% | +46.6% | -56.7% | -10.6% |
| YTD | -6.0% | +22.4% | -28.4% | -6.3% |
| 1Y | +2.8% | +17.7% | -14.9% | +2.5% |
| 3Y | +101.6% | +96.3% | +5.2% | +101.4% |
| 5Y | +122.2% | +57.4% | +64.8% | +121.0% |
| 10Y | +199.5% | +241.0% | -41.6% | +215.5% |
| All | +203.1% | +344.1% | -141.0% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling