-54.6%
GTLB vs ALLE
+28.0%
-82.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.9% |
| 7D | +4.6% | +2.8% | +1.8% | +2.6% |
| 30D | +21.0% | -7.6% | +28.6% | +28.3% |
| 3M | +51.7% | +22.8% | +28.9% | +27.8% |
| 6M | +89.3% | +4.6% | +84.7% | +77.5% |
| YTD | +25.6% | -1.2% | +26.8% | +22.3% |
| 1Y | -1.5% | -9.1% | +7.6% | +2.9% |
| 3Y | -9.9% | +50.0% | -59.9% | -46.9% |
| All | -54.6% | +28.0% | -82.6% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling