+410.2%
GLW vs ALLE
+42.6%
+367.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.3% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | -1.3% | -6.8% | +5.5% | +1.6% |
| 3M | -21.8% | +21.0% | -42.8% | -28.7% |
| 6M | +6.9% | +1.1% | +5.8% | +5.6% |
| YTD | +77.2% | -0.5% | +77.7% | +75.4% |
| 1Y | +123.2% | -7.3% | +130.5% | +127.1% |
| All | +410.2% | +42.6% | +367.7% | +315.2% |
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