+207.1%
GM vs ALLE
+260.9%
-53.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | +1.9% | -0.2% | +2.2% | +2.0% |
| 30D | -1.4% | -6.8% | +5.4% | +2.7% |
| 3M | +5.9% | +21.0% | -15.1% | -6.2% |
| 6M | +12.4% | +1.1% | +11.3% | +10.5% |
| YTD | +8.6% | -0.5% | +9.2% | +7.1% |
| 1Y | +52.6% | -7.3% | +59.9% | +56.3% |
| 3Y | +169.7% | +42.3% | +127.4% | +108.8% |
| 5Y | +87.5% | +13.5% | +74.1% | +63.2% |
| 10Y | +233.0% | +144.0% | +88.9% | +93.5% |
| All | +207.1% | +260.9% | -53.7% | +57.1% |
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 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