+151.2%
GE vs ALLY
+172.1%
-20.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | +5.1% | -2.1% | +7.3% | +6.1% |
| 30D | +7.6% | +2.0% | +5.6% | +6.6% |
| 3M | -9.3% | -13.3% | +4.0% | -3.7% |
| 6M | +11.5% | -9.9% | +21.4% | +16.4% |
| YTD | +7.9% | -13.5% | +21.4% | +14.0% |
| 1Y | +7.6% | -2.8% | +10.5% | +8.1% |
| 3Y | +265.9% | +63.4% | +202.4% | +177.2% |
| 5Y | +405.9% | -10.9% | +416.8% | +384.5% |
| All | +151.2% | +172.1% | -20.8% | +43.6% |
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