-9.6%
ALLY vs GPC
+7.2%
-16.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -0.7% | +0.4% | -1.0% | -0.8% |
| 30D | +1.1% | -1.8% | +3.0% | +1.8% |
| 3M | -13.2% | -6.6% | -6.6% | -10.6% |
| 6M | -13.5% | +21.3% | -34.8% | -22.7% |
| YTD | -14.3% | +4.3% | -18.6% | -19.3% |
| 1Y | -1.1% | +3.3% | -4.4% | -6.4% |
| 3Y | +62.0% | +0.8% | +61.2% | +47.2% |
| 5Y | -9.6% | +7.4% | -17.0% | -28.1% |
| All | -9.6% | +7.2% | -16.9% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 5y: compounded portfolio wealth divided by compounded GPC 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…
5y analysis · Full analysis span regression · 6 months rolling