-10.3%
GFS vs ALLY
-3.7%
-6.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.1% |
| 7D | +7.4% | +0.4% | +7.0% | +7.2% |
| 30D | -15.3% | +5.2% | -20.5% | -17.6% |
| 3M | -21.1% | -13.3% | -7.8% | -15.4% |
| 6M | -44.5% | -6.7% | -37.8% | -42.9% |
| YTD | +19.2% | -12.8% | +32.1% | +26.1% |
| 1Y | +27.2% | +0.7% | +26.6% | +24.7% |
| 3Y | -20.1% | +65.2% | -85.3% | -40.6% |
| 5Y | -25.6% | -10.1% | -15.5% | -19.3% |
| All | -10.3% | -3.7% | -6.6% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling