+208.3%
GPN vs ALLE
+260.9%
-52.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +5.8% | -6.8% | +12.6% | +10.4% |
| 3M | +37.0% | +21.0% | +16.0% | +20.9% |
| 6M | +20.1% | +1.1% | +19.0% | +18.1% |
| YTD | +20.4% | -0.5% | +21.0% | +18.6% |
| 1Y | +7.4% | -7.3% | +14.7% | +10.5% |
| 3Y | -26.1% | +42.3% | -68.4% | -43.6% |
| 5Y | -38.5% | +13.5% | -52.0% | -46.7% |
| 10Y | +28.4% | +144.0% | -115.6% | -31.8% |
| All | +208.3% | +260.9% | -52.5% | +35.3% |
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 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