+219.3%
GLDM vs ALLE
+178.4%
+40.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.6% |
| 7D | -0.3% | +6.7% | -6.9% | -0.5% |
| 30D | -1.9% | +25.4% | -27.2% | -2.6% |
| 3M | -0.4% | +16.9% | -17.3% | -0.9% |
| 6M | -10.1% | +46.6% | -56.6% | -11.3% |
| YTD | -5.8% | +22.4% | -28.3% | -6.6% |
| 1Y | +3.1% | +17.7% | -14.6% | +2.3% |
| 3Y | +103.4% | +96.3% | +7.0% | +99.9% |
| 5Y | +125.5% | +57.4% | +68.1% | +121.5% |
| All | +219.3% | +178.4% | +40.9% | +221.5% |
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 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