-50.6%
GME vs ALLE
+51.6%
-102.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | +2.9% | +3.6% | -0.6% | +1.1% |
| 30D | -4.8% | +25.9% | -30.7% | -15.8% |
| 3M | +39.2% | +15.8% | +23.4% | +28.3% |
| 6M | +17.1% | +48.1% | -31.0% | -7.2% |
| YTD | +28.7% | +22.0% | +6.8% | +13.1% |
| 1Y | +23.3% | +18.0% | +5.3% | +10.5% |
| 3Y | +112.9% | +93.1% | +19.9% | +28.3% |
| All | -50.6% | +51.6% | -102.2% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling