+33.7%
GAP vs ALLY
+178.4%
-144.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 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