-2.4%
ALLY vs GWRE
+14.4%
-16.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -3.3% | -30.9% | +27.7% | +5.1% |
| 30D | -4.1% | -20.7% | +16.6% | +0.3% |
| 3M | +1.4% | +20.2% | -18.8% | -6.2% |
| 6M | +14.4% | -11.9% | +26.2% | +13.4% |
| YTD | -4.9% | -30.3% | +25.4% | +1.3% |
| 1Y | +5.5% | -44.6% | +50.2% | +21.7% |
| 3Y | +66.0% | +48.8% | +17.3% | +17.8% |
| 5Y | -2.4% | +14.8% | -17.1% | -33.4% |
| All | -2.4% | +14.4% | -16.8% | -33.4% |
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