+145.9%
GLDM vs ALLE
+13.7%
+132.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +4.4% | -6.8% | +11.2% | +4.8% |
| 3M | -1.1% | +21.0% | -22.1% | -2.2% |
| 6M | -13.7% | +1.1% | -14.8% | -13.9% |
| YTD | +2.8% | -0.5% | +3.3% | +2.6% |
| 1Y | +24.8% | -7.3% | +32.1% | +24.9% |
| 3Y | +127.8% | +42.3% | +85.6% | +124.1% |
| All | +145.9% | +13.7% | +132.1% | +133.0% |
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