+35.8%
GFS vs ALLY
+9.5%
+26.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +1.0% | +3.7% | -2.7% | -0.6% |
| 30D | -8.6% | -2.3% | -6.3% | -7.7% |
| 3M | -46.5% | +3.8% | -50.4% | -47.5% |
| 6M | -4.8% | +9.7% | -14.5% | -9.1% |
| YTD | +29.7% | -1.4% | +31.1% | +28.3% |
| 1Y | +35.8% | +8.2% | +27.6% | +26.3% |
| All | +35.8% | +9.5% | +26.3% | +26.3% |
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 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