+239.4%
GPN vs ALLE
+336.8%
-97.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.2% |
| 7D | +3.7% | +0.1% | +3.6% | +3.5% |
| 30D | +23.6% | +25.9% | -2.3% | +6.6% |
| 3M | +18.3% | +14.9% | +3.4% | +7.8% |
| 6M | +47.8% | +42.1% | +5.7% | +17.2% |
| YTD | +32.6% | +20.4% | +12.2% | +15.3% |
| 1Y | +36.0% | +14.9% | +21.1% | +21.8% |
| 3Y | -3.9% | +90.1% | -94.0% | -39.2% |
| 5Y | -19.4% | +53.0% | -72.4% | -42.6% |
| 10Y | +52.1% | +208.8% | -156.8% | -30.3% |
| All | +239.4% | +336.8% | -97.3% | +31.5% |
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