-7.7%
GAP vs ALLY
+0.1%
-7.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -3.0% |
| 7D | -9.3% | -2.8% | -6.6% | -7.7% |
| 30D | -5.5% | +1.9% | -7.4% | -6.4% |
| 3M | +3.5% | -12.1% | +15.6% | +11.7% |
| 6M | +0.7% | -9.0% | +9.7% | +5.5% |
| YTD | -13.4% | -12.9% | -0.4% | -7.2% |
| 1Y | -7.7% | -0.1% | -7.6% | -10.6% |
| All | -7.7% | +0.1% | -7.8% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling