+44.2%
GEV vs ALLY
-1.0%
+45.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | +3.7% | +0.4% | +3.4% | +3.6% |
| 30D | -14.7% | +5.2% | -19.9% | -16.8% |
| 3M | -23.4% | -13.3% | -10.1% | -18.5% |
| 6M | -24.3% | -6.7% | -17.7% | -22.7% |
| YTD | +23.2% | -12.8% | +36.0% | +32.2% |
| 1Y | +44.2% | +0.7% | +43.6% | +27.7% |
| All | +44.2% | -1.0% | +45.3% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling