+97.6%
ALLY vs GWRE
+235.3%
-137.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +0.4% | -2.0% | +2.3% | +0.9% |
| 30D | +5.2% | -4.1% | +9.3% | +6.1% |
| 3M | -13.3% | -13.4% | +0.1% | -11.5% |
| 6M | -6.7% | +26.0% | -32.6% | -17.6% |
| YTD | -12.8% | -21.3% | +8.5% | -11.6% |
| 1Y | +0.7% | -27.5% | +28.2% | +5.1% |
| 3Y | +65.2% | +72.7% | -7.5% | +17.2% |
| 5Y | -10.1% | +26.4% | -36.5% | -31.1% |
| 10Y | +177.0% | +169.3% | +7.7% | +58.6% |
| All | +97.6% | +235.3% | -137.7% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling