+526.0%
GLW vs ALLE
+211.7%
+314.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.9% |
| 7D | +7.7% | +3.6% | +4.2% | +5.7% |
| 30D | -18.8% | +25.9% | -44.7% | -29.6% |
| 3M | -27.7% | +15.8% | -43.5% | -34.4% |
| 6M | -44.4% | +48.1% | -92.5% | -56.9% |
| YTD | +31.3% | +22.0% | +9.3% | +14.2% |
| 1Y | +40.0% | +18.0% | +22.0% | +24.3% |
| 3Y | +339.2% | +93.1% | +246.2% | +177.6% |
| 5Y | +229.2% | +52.1% | +177.1% | +136.4% |
| All | +526.0% | +211.7% | +314.3% | +190.3% |
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