+213.8%
GM vs ALLE
+339.1%
-125.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +2.5% |
| 7D | -0.3% | -0.6% | +0.3% | +0.1% |
| 30D | +8.4% | +26.6% | -18.2% | -5.7% |
| 3M | +2.6% | +13.2% | -10.6% | -4.8% |
| 6M | +14.3% | +42.9% | -28.6% | -8.3% |
| YTD | +11.0% | +21.0% | -10.1% | -2.6% |
| 1Y | +27.8% | +15.2% | +12.7% | +15.4% |
| 3Y | +246.7% | +95.6% | +151.1% | +121.9% |
| 5Y | +59.6% | +53.4% | +6.1% | +16.5% |
| 10Y | +249.1% | +221.5% | +27.6% | +75.0% |
| All | +213.8% | +339.1% | -125.4% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling