+104.3%
GD vs ALLY
-6.3%
+110.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -3.1% |
| 7D | +3.0% | +2.4% | +0.6% | +2.6% |
| 30D | +10.5% | +5.6% | +5.0% | +9.6% |
| 3M | -5.0% | -11.7% | +6.7% | -3.3% |
| 6M | +5.5% | -7.0% | +12.5% | +6.4% |
| YTD | +10.3% | -10.4% | +20.8% | +11.7% |
| 1Y | +8.2% | +2.4% | +5.8% | +7.3% |
| 3Y | +59.0% | +59.2% | -0.2% | +45.8% |
| 5Y | +104.3% | -5.0% | +109.3% | +101.8% |
| All | +104.3% | -6.3% | +110.6% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling