+188.5%
GD vs ALLY
+189.4%
-0.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | -5.0% | +0.9% | -5.9% | -5.3% |
| 30D | +8.9% | +3.1% | +5.8% | +8.0% |
| 3M | -8.0% | -12.6% | +4.5% | -4.9% |
| 6M | +2.9% | -12.4% | +15.3% | +6.1% |
| YTD | +7.1% | -13.2% | +20.2% | +10.1% |
| 1Y | +5.9% | +1.8% | +4.1% | +4.4% |
| 3Y | +53.9% | +58.0% | -4.1% | +29.5% |
| 5Y | +95.4% | -8.4% | +103.8% | +85.7% |
| All | +188.5% | +189.4% | -0.8% | +77.0% |
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