+518.8%
GEV vs ALLY
+5.4%
+513.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.6% |
| 7D | -3.0% | -2.8% | -0.2% | -1.5% |
| 30D | -18.9% | +1.9% | -20.8% | -19.9% |
| 3M | -20.1% | -12.1% | -8.0% | -14.9% |
| 6M | -24.6% | -9.0% | -15.6% | -21.5% |
| YTD | +24.0% | -12.9% | +36.9% | +31.1% |
| 1Y | +40.6% | -0.1% | +40.7% | +37.6% |
| All | +518.8% | +5.4% | +513.4% | +466.3% |
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