+14.4%
GME vs ALLE
+18.6%
-4.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.5% |
| 7D | +7.8% | +6.7% | +1.1% | +7.5% |
| 30D | -0.4% | +25.4% | -25.8% | -1.5% |
| 3M | +30.9% | +16.9% | +13.9% | +30.3% |
| 6M | +5.5% | +46.6% | -41.1% | +1.4% |
| YTD | +25.2% | +22.4% | +2.8% | +23.0% |
| 1Y | +14.4% | +17.7% | -3.4% | +16.4% |
| All | +14.4% | +18.6% | -4.2% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling