+188.7%
GD vs ALLY
+191.1%
-2.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -5.3% | +3.7% | -8.9% | -6.2% |
| 30D | -6.4% | -2.3% | -4.2% | -5.9% |
| 3M | +5.7% | +3.8% | +1.9% | +4.5% |
| 6M | -0.9% | +9.7% | -10.7% | -3.8% |
| YTD | +8.2% | -1.4% | +9.6% | +7.8% |
| 1Y | +13.4% | +8.2% | +5.2% | +9.9% |
| 3Y | +68.5% | +66.5% | +2.0% | +39.9% |
| 5Y | +97.2% | +1.2% | +96.0% | +82.4% |
| All | +188.7% | +191.1% | -2.5% | +72.2% |
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