+239.5%
GME vs ALLE
+148.2%
+91.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +0.4% | +2.8% | -2.4% | -0.9% |
| 30D | -1.4% | -7.6% | +6.2% | +2.5% |
| 3M | -15.1% | +22.8% | -37.9% | -24.4% |
| 6M | -22.5% | +4.6% | -27.1% | -25.3% |
| YTD | -5.9% | -1.2% | -4.7% | -7.2% |
| 1Y | -18.6% | -9.1% | -9.5% | -16.3% |
| 3Y | +6.7% | +50.0% | -43.3% | -18.3% |
| 5Y | -62.0% | +15.2% | -77.2% | -67.2% |
| 10Y | +239.5% | +151.1% | +88.4% | +92.5% |
| All | +239.5% | +148.2% | +91.2% | +92.5% |
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