+226.7%
GPN vs ALLE
+339.1%
-112.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -1.3% |
| 7D | -1.9% | -0.6% | -1.2% | -1.6% |
| 30D | +18.9% | +26.6% | -7.7% | +2.2% |
| 3M | +13.8% | +13.2% | +0.7% | +4.7% |
| 6M | +42.3% | +42.9% | -0.6% | +12.5% |
| YTD | +27.6% | +21.0% | +6.5% | +10.6% |
| 1Y | +30.3% | +15.2% | +15.1% | +16.5% |
| 3Y | -5.8% | +95.6% | -101.4% | -41.5% |
| 5Y | -22.6% | +53.4% | -76.0% | -45.0% |
| 10Y | +42.6% | +221.5% | -178.9% | -36.2% |
| All | +226.7% | +339.1% | -112.5% | +26.2% |
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