+5.6%
GTLB vs ALLE
+94.0%
-88.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.7% |
| 7D | -0.7% | +3.6% | -4.3% | -1.7% |
| 30D | -10.2% | +25.9% | -36.1% | -16.0% |
| 3M | +10.1% | +15.8% | -5.7% | +5.5% |
| 6M | +116.5% | +48.1% | +68.4% | +91.1% |
| YTD | +27.2% | +22.0% | +5.2% | +20.0% |
| 1Y | +8.6% | +18.0% | -9.5% | +4.0% |
| 3Y | +5.6% | +93.1% | -87.5% | -20.0% |
| All | +5.6% | +94.0% | -88.4% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling