+96.8%
ALLY vs GPC
+113.0%
-16.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -0.9% |
| 7D | +0.9% | +1.6% | -0.6% | -0.1% |
| 30D | +3.1% | -2.1% | +5.2% | +4.2% |
| 3M | -12.6% | -6.8% | -5.8% | -9.0% |
| 6M | -12.4% | +18.6% | -31.0% | -23.6% |
| YTD | -13.2% | +2.7% | -15.8% | -18.9% |
| 1Y | +1.8% | +1.8% | 0.0% | -4.4% |
| 3Y | +58.0% | +1.1% | +56.9% | +41.1% |
| 5Y | -8.4% | +4.1% | -12.5% | -21.5% |
| 10Y | +195.3% | +88.2% | +107.0% | +57.1% |
| All | +96.8% | +113.0% | -16.1% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling