+297.3%
GLW vs ALLE
+90.7%
+206.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.9% | -10.0% | -12.0% |
| 7D | -19.7% | 0.0% | -19.8% | -19.7% |
| 30D | -38.8% | +20.6% | -59.4% | -42.9% |
| 3M | -33.9% | +11.4% | -45.3% | -36.3% |
| 6M | -36.0% | +42.5% | -78.5% | -44.9% |
| YTD | +18.7% | +18.9% | -0.1% | +10.0% |
| 1Y | +19.8% | +14.2% | +5.6% | +12.7% |
| All | +297.3% | +90.7% | +206.6% | +195.1% |
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