+14.6%
GAP vs ALLY
+201.0%
-186.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.5% | +2.8% |
| 7D | 0.0% | -0.2% | +0.3% | +0.4% |
| 30D | -4.3% | +3.4% | -7.8% | -6.4% |
| 3M | +9.4% | -11.1% | +20.5% | +18.2% |
| 6M | -3.3% | -11.5% | +8.2% | +4.6% |
| YTD | -10.5% | -12.3% | +1.8% | -3.0% |
| 1Y | -2.4% | +1.1% | -3.5% | -4.3% |
| 3Y | +80.1% | +64.8% | +15.3% | +20.1% |
| 5Y | +6.5% | -6.9% | +13.3% | +1.7% |
| 10Y | +14.6% | +194.9% | -180.3% | -56.6% |
| All | +14.6% | +201.0% | -186.4% | -56.6% |
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