+30.4%
GDDY vs ALLY
-4.7%
+35.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -3.2% | -3.8% | +0.6% | -2.2% |
| 30D | +6.8% | -4.9% | +11.7% | +8.2% |
| 3M | +30.5% | -2.6% | +33.1% | +31.3% |
| 6M | +13.3% | +15.7% | -2.4% | +8.6% |
| YTD | -21.0% | -5.2% | -15.8% | -20.4% |
| 1Y | -34.0% | +2.8% | -36.8% | -35.1% |
| 3Y | +33.1% | +63.4% | -30.4% | +10.7% |
| All | +30.4% | -4.7% | +35.0% | +22.2% |
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 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