-4.1%
GTLB vs ALLE
+50.9%
-55.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | +11.1% | -0.2% | +11.3% | +11.1% |
| 30D | +37.8% | -6.8% | +44.6% | +41.1% |
| 3M | +61.6% | +21.0% | +40.5% | +50.5% |
| 6M | +98.9% | +1.1% | +97.8% | +98.4% |
| YTD | +32.8% | -0.5% | +33.3% | +32.7% |
| 1Y | +14.7% | -7.3% | +21.9% | +19.0% |
| All | -4.1% | +50.9% | -55.0% | -30.6% |
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