+34.0%
GAP vs ALLY
+187.9%
-153.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -4.5% | +3.7% | -8.1% | -6.8% |
| 30D | +9.0% | -2.3% | +11.3% | +10.5% |
| 3M | +5.0% | +3.8% | +1.2% | +1.8% |
| 6M | -17.8% | +9.7% | -27.5% | -23.3% |
| YTD | -10.4% | -1.4% | -9.0% | -10.3% |
| 1Y | -3.4% | +8.2% | -11.6% | -9.8% |
| 3Y | +111.5% | +66.5% | +45.0% | +40.0% |
| 5Y | +8.8% | +1.2% | +7.6% | -2.0% |
| All | +34.0% | +187.9% | -153.9% | -48.8% |
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