+94.4%
GME vs ALLE
+260.9%
-166.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | +7.2% | -0.2% | +7.4% | +7.3% |
| 30D | +0.8% | -6.8% | +7.6% | +4.2% |
| 3M | -14.0% | +21.0% | -35.0% | -22.7% |
| 6M | -19.7% | +1.1% | -20.8% | -21.3% |
| YTD | -4.6% | -0.5% | -4.0% | -6.2% |
| 1Y | -14.3% | -7.3% | -7.1% | -12.9% |
| 3Y | +4.0% | +42.3% | -38.2% | -17.5% |
| 5Y | -62.2% | +13.5% | -75.7% | -66.8% |
| 10Y | +241.4% | +144.0% | +97.3% | +97.8% |
| All | +94.4% | +260.9% | -166.5% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling