-44.8%
GPN vs ALLE
+17.0%
-61.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.0% |
| 7D | -0.7% | +2.8% | -3.5% | -2.1% |
| 30D | +3.8% | -7.6% | +11.5% | +8.3% |
| 3M | +39.2% | +22.8% | +16.4% | +24.0% |
| 6M | +17.9% | +4.6% | +13.3% | +14.1% |
| YTD | +16.4% | -1.2% | +17.6% | +15.3% |
| 1Y | +3.6% | -9.1% | +12.8% | +7.6% |
| 3Y | -26.7% | +50.0% | -76.7% | -44.0% |
| 5Y | -44.8% | +15.2% | -60.0% | -52.3% |
| All | -44.8% | +17.0% | -61.8% | -52.3% |
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