+168.3%
GM vs ALLE
+49.7%
+118.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.9% |
| 7D | +0.4% | +2.8% | -2.4% | -0.8% |
| 30D | -1.8% | -7.6% | +5.8% | +1.7% |
| 3M | +2.6% | +22.8% | -20.1% | -7.2% |
| 6M | +14.6% | +4.6% | +10.0% | +11.6% |
| YTD | +6.2% | -1.2% | +7.4% | +5.5% |
| 1Y | +48.7% | -9.1% | +57.8% | +53.9% |
| 3Y | +168.3% | +50.0% | +118.3% | +101.1% |
| All | +168.3% | +49.7% | +118.6% | +101.1% |
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