-9.0%
ALLY vs GWRE
+26.4%
-35.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +0.4% | -2.0% | +2.3% | +0.8% |
| 30D | +5.2% | -4.1% | +9.3% | +6.0% |
| 3M | -13.3% | -13.4% | +0.1% | -11.8% |
| 6M | -6.7% | +26.0% | -32.6% | -16.4% |
| YTD | -12.8% | -21.3% | +8.5% | -10.4% |
| 1Y | +0.7% | -27.5% | +28.2% | +6.5% |
| 3Y | +65.2% | +72.7% | -7.5% | +10.1% |
| All | -9.0% | +26.4% | -35.3% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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