+5.6%
GTLB vs ALLE
+13.1%
-7.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.9% |
| 7D | -11.1% | -0.6% | -10.5% | -11.0% |
| 30D | -7.5% | +25.3% | -32.8% | -6.9% |
| 3M | +34.8% | +10.3% | +24.5% | +34.8% |
| 6M | +98.0% | +38.0% | +59.9% | +101.5% |
| YTD | +28.1% | +17.8% | +10.4% | +33.7% |
| 1Y | +5.6% | +13.6% | -8.0% | +11.2% |
| All | +5.6% | +13.1% | -7.6% | +11.2% |
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