+490.4%
GME vs ALLE
+222.4%
+268.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.9% | +4.4% |
| 7D | +3.7% | -0.6% | +4.2% | +3.9% |
| 30D | +2.2% | +25.3% | -23.1% | -8.9% |
| 3M | +30.6% | +10.3% | +20.3% | +23.7% |
| 6M | -0.2% | +38.0% | -38.2% | -16.5% |
| YTD | +25.1% | +17.8% | +7.3% | +12.5% |
| 1Y | +17.7% | +13.6% | +4.1% | +7.8% |
| 3Y | +85.7% | +89.2% | -3.5% | +25.7% |
| 5Y | -52.9% | +51.1% | -103.9% | -64.4% |
| All | +490.4% | +222.4% | +268.0% | +207.0% |
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