+156.7%
GS vs ALLE
+58.3%
+98.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +2.8% |
| 7D | +0.3% | +6.7% | -6.4% | -2.4% |
| 30D | +3.9% | +25.4% | -21.5% | -6.1% |
| 3M | -11.4% | +16.9% | -28.4% | -17.5% |
| 6M | +3.7% | +46.6% | -42.9% | -13.7% |
| YTD | +7.1% | +22.4% | -15.3% | -3.7% |
| 1Y | +19.7% | +17.7% | +1.9% | +9.8% |
| 3Y | +202.8% | +96.3% | +106.5% | +108.9% |
| 5Y | +156.7% | +57.4% | +99.3% | +91.4% |
| All | +156.7% | +58.3% | +98.4% | +91.4% |
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