+186.8%
GS vs ALLE
+90.7%
+96.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -5.4% |
| 7D | -6.3% | 0.0% | -6.4% | -6.3% |
| 30D | -3.1% | +20.6% | -23.7% | -9.4% |
| 3M | -17.7% | +11.4% | -29.1% | -20.7% |
| 6M | -4.6% | +42.5% | -47.1% | -17.1% |
| YTD | +0.3% | +18.9% | -18.6% | -6.8% |
| 1Y | +11.7% | +14.2% | -2.4% | +6.0% |
| All | +186.8% | +90.7% | +96.1% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling