+155.5%
GE vs ALLY
+189.4%
-33.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.4% |
| 7D | +7.1% | +0.9% | +6.2% | +6.7% |
| 30D | +6.5% | +3.1% | +3.4% | +5.0% |
| 3M | -13.6% | -12.6% | -1.0% | -8.6% |
| 6M | +6.0% | -12.4% | +18.4% | +11.9% |
| YTD | +5.4% | -13.2% | +18.5% | +11.2% |
| 1Y | +6.5% | +1.8% | +4.6% | +4.8% |
| 3Y | +268.6% | +58.0% | +210.6% | +183.8% |
| 5Y | +389.0% | -8.4% | +397.5% | +361.6% |
| All | +155.5% | +189.4% | -33.9% | +43.0% |
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