+510.2%
GEV vs ALLY
+3.7%
+506.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -2.7% |
| 7D | -13.2% | -0.7% | -12.5% | -13.0% |
| 30D | -20.6% | +1.1% | -21.8% | -21.4% |
| 3M | -19.5% | -13.2% | -6.3% | -13.8% |
| 6M | -23.3% | -13.5% | -9.8% | -18.0% |
| YTD | +22.2% | -14.3% | +36.5% | +30.4% |
| 1Y | +37.8% | -1.1% | +39.0% | +35.5% |
| All | +510.2% | +3.7% | +506.5% | +463.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling