-3.6%
GLDM vs ALLE
+15.9%
-19.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -2.0% | -0.8% | -1.1% | -1.9% |
| 30D | -4.4% | +27.4% | -31.8% | -8.2% |
| 3M | -8.8% | +13.8% | -22.7% | -10.6% |
| 6M | -15.9% | +45.5% | -61.4% | -21.8% |
| YTD | -7.7% | +21.4% | -29.1% | -8.9% |
| 1Y | -3.6% | +15.4% | -19.0% | -3.8% |
| All | -3.6% | +15.9% | -19.5% | -3.8% |
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