-54.5%
GTLB vs ALLE
+57.3%
-111.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.8% |
| 7D | -9.6% | -0.8% | -8.8% | -9.1% |
| 30D | -15.5% | +27.4% | -42.9% | -29.6% |
| 3M | +12.4% | +13.8% | -1.5% | +1.5% |
| 6M | +84.6% | +45.5% | +39.1% | +36.1% |
| YTD | +26.1% | +21.4% | +4.7% | +4.6% |
| 1Y | +1.7% | +15.4% | -13.7% | -11.7% |
| 3Y | +6.1% | +91.7% | -85.6% | -49.1% |
| 5Y | -61.1% | +54.5% | -115.7% | -75.8% |
| All | -54.5% | +57.3% | -111.7% | -71.7% |
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