+159.9%
GME vs ALLE
+338.1%
-178.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +6.0% | +1.6% | +4.4% | +5.2% |
| 30D | -5.9% | +24.1% | -30.0% | -15.6% |
| 3M | +38.2% | +14.8% | +23.4% | +28.3% |
| 6M | +14.5% | +45.9% | -31.3% | -6.7% |
| YTD | +27.6% | +20.7% | +6.8% | +13.4% |
| 1Y | +19.9% | +14.2% | +5.8% | +9.7% |
| 3Y | +104.3% | +90.7% | +13.6% | +39.1% |
| 5Y | -49.3% | +50.6% | -99.8% | -61.3% |
| 10Y | +473.0% | +208.9% | +264.1% | +194.7% |
| All | +159.9% | +338.1% | -178.1% | +15.1% |
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 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