+562.0%
GLW vs ALLE
+212.2%
+349.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +6.9% |
| 7D | +1.4% | -0.8% | +2.3% | +2.2% |
| 30D | -18.2% | +27.4% | -45.6% | -29.5% |
| 3M | -24.2% | +13.8% | -38.0% | -30.5% |
| 6M | -41.7% | +45.5% | -87.2% | -54.2% |
| YTD | +38.3% | +21.4% | +16.9% | +20.7% |
| 1Y | +38.2% | +15.4% | +22.8% | +24.5% |
| 3Y | +363.4% | +91.7% | +271.7% | +194.2% |
| 5Y | +254.6% | +54.5% | +200.0% | +151.8% |
| 10Y | +562.0% | +210.5% | +351.4% | +210.7% |
| All | +562.0% | +212.2% | +349.8% | +210.7% |
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