+457.2%
GS vs ALLE
+217.2%
+240.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.7% |
| 30D | +1.7% | +25.9% | -24.3% | -10.8% |
| 3M | -11.6% | +14.9% | -26.5% | -18.6% |
| 6M | -1.9% | +42.1% | -44.0% | -20.8% |
| YTD | +5.1% | +20.4% | -15.3% | -7.6% |
| 1Y | +16.4% | +14.9% | +1.6% | +5.2% |
| 3Y | +199.0% | +90.1% | +108.9% | +94.9% |
| 5Y | +157.4% | +53.0% | +104.4% | +86.7% |
| 10Y | +457.2% | +208.8% | +248.4% | +177.6% |
| All | +457.2% | +217.2% | +240.0% | +177.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling