+3.7%
GS vs ALLE
+43.7%
-40.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.5% |
| 7D | +0.3% | +6.7% | -6.4% | +0.2% |
| 30D | +3.9% | +25.4% | -21.5% | +3.5% |
| 3M | -11.4% | +16.9% | -28.4% | -11.8% |
| 6M | +3.7% | +46.6% | -42.9% | +4.0% |
| All | +3.7% | +43.7% | -40.0% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling