+12.6%
GTLB vs ALLE
+18.6%
-5.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | +0.1% |
| 7D | -9.7% | +6.7% | -16.3% | -9.4% |
| 30D | +1.7% | +25.4% | -23.7% | +2.4% |
| 3M | +43.6% | +16.9% | +26.6% | +44.0% |
| 6M | +113.0% | +46.6% | +66.4% | +117.9% |
| YTD | +39.5% | +22.4% | +17.1% | +45.7% |
| 1Y | +12.6% | +17.7% | -5.1% | +19.0% |
| All | +12.6% | +18.6% | -5.9% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling