+190.4%
GD vs ALLY
+194.4%
-4.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -3.9% | -1.1% | -2.8% | -3.7% |
| 30D | +8.1% | +4.2% | +3.9% | +6.8% |
| 3M | -6.8% | -12.4% | +5.6% | -3.7% |
| 6M | +3.0% | -8.7% | +11.7% | +5.0% |
| YTD | +7.8% | -11.6% | +19.4% | +10.3% |
| 1Y | +5.8% | +0.2% | +5.6% | +4.7% |
| 3Y | +55.3% | +57.1% | -1.8% | +31.0% |
| 5Y | +96.7% | -6.8% | +103.5% | +86.1% |
| All | +190.4% | +194.4% | -4.0% | +77.3% |
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