+231.3%
GM vs ALLE
+146.0%
+85.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -0.7% |
| 7D | -1.1% | -2.2% | +1.1% | +0.2% |
| 30D | -4.6% | -8.3% | +3.8% | +0.6% |
| 3M | +0.2% | +16.3% | -16.1% | -9.6% |
| 6M | +12.6% | +1.8% | +10.8% | +10.0% |
| YTD | +3.7% | -3.9% | +7.6% | +4.3% |
| 1Y | +45.6% | -10.0% | +55.7% | +52.2% |
| 3Y | +162.0% | +45.8% | +116.1% | +95.2% |
| 5Y | +80.5% | +13.3% | +67.2% | +55.5% |
| 10Y | +231.3% | +155.3% | +76.1% | +81.1% |
| All | +231.3% | +146.0% | +85.4% | +81.1% |
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 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