-9.0%
ALLY vs GPC
+4.3%
-13.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +0.4% | +0.4% | -0.1% | +0.2% |
| 30D | +5.2% | -6.3% | +11.5% | +8.4% |
| 3M | -13.3% | -8.2% | -5.1% | -10.0% |
| 6M | -6.7% | +27.1% | -33.7% | -18.7% |
| YTD | -12.8% | +3.1% | -16.0% | -17.5% |
| 1Y | +0.7% | +0.1% | +0.6% | -3.1% |
| 3Y | +65.2% | +0.2% | +65.0% | +50.2% |
| All | -9.0% | +4.3% | -13.3% | -25.4% |
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