+35.8%
GEN vs ALLY
-8.7%
+44.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.7% |
| 7D | -0.8% | -2.8% | +2.0% | -0.1% |
| 30D | +31.2% | +1.9% | +29.3% | +30.6% |
| 3M | +6.1% | -12.1% | +18.2% | +9.8% |
| 6M | +38.1% | -9.0% | +47.1% | +41.3% |
| YTD | +14.4% | -12.9% | +27.3% | +18.0% |
| 1Y | +15.1% | -0.1% | +15.2% | +14.6% |
| 3Y | +68.5% | +64.6% | +3.9% | +45.1% |
| 5Y | +35.8% | -10.1% | +45.9% | +32.7% |
| All | +35.8% | -8.7% | +44.5% | +32.7% |
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