+307.7%
GLW vs ALLE
+88.9%
+218.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.9% |
| 7D | -13.9% | -0.6% | -13.4% | -13.7% |
| 30D | -35.0% | +25.3% | -60.3% | -40.3% |
| 3M | -32.4% | +10.3% | -42.6% | -34.7% |
| 6M | -41.3% | +38.0% | -79.4% | -48.9% |
| YTD | +21.8% | +17.8% | +4.1% | +13.2% |
| 1Y | +21.8% | +13.6% | +8.2% | +14.8% |
| 3Y | +307.7% | +89.2% | +218.5% | +203.7% |
| All | +307.7% | +88.9% | +218.8% | +203.7% |
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 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