Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • GAP vs ALLY✓SelectedUSD · ALLYGAP vs ALLY performance historyLatest closeAs of-0.22%09/08
Stock and ETF performance explorer

GAP vs ALLY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+33.7%
ALLY return
+178.4%
Excess return
-144.7%
Maximum drawdown
-83.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-08 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioALLYExcessAlpha
1D-0.2%-3.3%+3.1%+2.1%
7D+1.7%+1.0%+0.7%+0.9%
30D+9.3%-3.3%+12.6%+11.6%
3M+6.1%+0.5%+5.6%+5.1%
6M-2.3%+12.6%-14.9%-10.9%
YTD-10.6%-4.7%-5.9%-8.5%
1Y-4.4%+5.2%-9.7%-9.1%
3Y+118.3%+66.5%+51.8%+44.5%
5Y+12.2%+0.2%+12.0%+1.5%
10Y+33.7%+180.8%-147.1%-47.7%
All+33.7%+178.4%-144.7%-47.7%

Cumulative growth

Daily Returns

Daily percentage return beside ALLY.

Daily Out/Under-Performance

Portfolio return minus ALLY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ALLY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALLY 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…

2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling