+112.9%
GME vs ALLE
+94.0%
+18.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +2.9% | +3.6% | -0.6% | +2.0% |
| 30D | -4.8% | +25.9% | -30.7% | -10.3% |
| 3M | +39.2% | +15.8% | +23.4% | +34.2% |
| 6M | +17.1% | +48.1% | -31.0% | +3.9% |
| YTD | +28.7% | +22.0% | +6.8% | +21.5% |
| 1Y | +23.3% | +18.0% | +5.3% | +17.9% |
| 3Y | +112.9% | +93.1% | +19.9% | +66.7% |
| All | +112.9% | +94.0% | +18.9% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling