+185.7%
GS vs ALLE
+13.7%
+172.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | +0.9% | -0.2% | +1.2% | +1.0% |
| 30D | -1.6% | -6.8% | +5.2% | +1.4% |
| 3M | -4.5% | +21.0% | -25.5% | -13.4% |
| 6M | +20.9% | +1.1% | +19.8% | +19.3% |
| YTD | +19.9% | -0.5% | +20.4% | +18.3% |
| 1Y | +41.4% | -7.3% | +48.7% | +44.2% |
| 3Y | +239.2% | +42.3% | +196.9% | +172.4% |
| All | +185.7% | +13.7% | +172.0% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling