+542.4%
GLW vs ALLE
+233.6%
+308.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.8% | +6.5% | +7.7% |
| 7D | -5.9% | -0.6% | -5.3% | -5.4% |
| 30D | -26.0% | +26.6% | -52.6% | -36.0% |
| 3M | -29.9% | +13.2% | -43.1% | -35.5% |
| 6M | -37.8% | +42.9% | -80.6% | -50.7% |
| YTD | +33.1% | +21.0% | +12.1% | +16.4% |
| 1Y | +36.8% | +15.2% | +21.7% | +23.3% |
| 3Y | +356.1% | +95.6% | +260.5% | +186.0% |
| 5Y | +243.8% | +53.4% | +190.4% | +145.3% |
| 10Y | +542.4% | +221.5% | +320.9% | +197.7% |
| All | +542.4% | +233.6% | +308.8% | +197.7% |
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