+471.4%
GME vs ALLE
+212.2%
+259.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.1% |
| 7D | +1.6% | -0.8% | +2.5% | +2.0% |
| 30D | -6.2% | +27.4% | -33.5% | -17.0% |
| 3M | +35.8% | +13.8% | +21.9% | +26.6% |
| 6M | +10.3% | +45.5% | -35.2% | -10.0% |
| YTD | +27.2% | +21.4% | +5.8% | +12.8% |
| 1Y | +19.1% | +15.4% | +3.8% | +8.4% |
| 3Y | +103.7% | +91.7% | +12.0% | +37.3% |
| 5Y | -50.0% | +54.5% | -104.5% | -62.6% |
| 10Y | +471.4% | +210.5% | +260.9% | +200.0% |
| All | +471.4% | +212.2% | +259.3% | +200.0% |
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