+703.8%
GS vs ALLE
+260.9%
+442.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.5% |
| 7D | +0.9% | -0.2% | +1.2% | +1.0% |
| 30D | -1.6% | -6.8% | +5.2% | +2.2% |
| 3M | -4.5% | +21.0% | -25.5% | -15.3% |
| 6M | +20.9% | +1.1% | +19.8% | +18.5% |
| YTD | +19.9% | -0.5% | +20.4% | +17.6% |
| 1Y | +41.4% | -7.3% | +48.7% | +44.0% |
| 3Y | +239.2% | +42.3% | +196.9% | +163.4% |
| 5Y | +185.0% | +13.5% | +171.6% | +147.1% |
| 10Y | +655.0% | +144.0% | +510.9% | +310.5% |
| All | +703.8% | +260.9% | +442.9% | +268.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling