+15.9%
GTLB vs ALLE
+88.9%
-73.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -11.1% | -0.6% | -10.5% | -10.9% |
| 30D | -7.5% | +25.3% | -32.8% | -13.6% |
| 3M | +34.8% | +10.3% | +24.5% | +30.9% |
| 6M | +98.0% | +38.0% | +59.9% | +78.6% |
| YTD | +28.1% | +17.8% | +10.4% | +22.0% |
| 1Y | +5.6% | +13.6% | -8.0% | +2.3% |
| 3Y | +15.9% | +89.2% | -73.3% | -14.2% |
| All | +15.9% | +88.9% | -73.0% | -14.2% |
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 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