+106.7%
GLDM vs ALLE
+90.7%
+16.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.1% |
| 7D | +1.9% | 0.0% | +1.8% | +1.9% |
| 30D | -1.7% | +20.6% | -22.3% | -3.3% |
| 3M | -3.5% | +11.4% | -14.9% | -4.5% |
| 6M | -10.1% | +42.5% | -52.6% | -13.1% |
| YTD | -5.0% | +18.9% | -23.9% | -6.7% |
| 1Y | +2.8% | +14.2% | -11.4% | +1.2% |
| All | +106.7% | +90.7% | +16.0% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling