+4.7%
GAP vs ALLY
+182.4%
-177.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -3.1% |
| 7D | -9.3% | -2.8% | -6.6% | -7.5% |
| 30D | -5.5% | +1.9% | -7.4% | -6.6% |
| 3M | +3.5% | -12.1% | +15.6% | +12.7% |
| 6M | +0.7% | -9.0% | +9.7% | +6.7% |
| YTD | -13.4% | -12.9% | -0.4% | -5.7% |
| 1Y | -7.7% | -0.1% | -7.6% | -8.8% |
| 3Y | +74.4% | +64.6% | +9.8% | +16.4% |
| 5Y | +5.3% | -10.1% | +15.4% | +3.3% |
| 10Y | +4.7% | +176.7% | -172.0% | -56.8% |
| All | +4.7% | +182.4% | -177.7% | -56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling