+27.2%
GFS vs ALLY
-1.0%
+28.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | +7.4% | +0.4% | +7.0% | +7.2% |
| 30D | -15.3% | +5.2% | -20.5% | -17.1% |
| 3M | -21.1% | -13.3% | -7.8% | -16.3% |
| 6M | -44.5% | -6.7% | -37.8% | -43.0% |
| YTD | +19.2% | -12.8% | +32.1% | +22.6% |
| 1Y | +27.2% | +0.7% | +26.6% | +25.6% |
| All | +27.2% | -1.0% | +28.3% | +25.6% |
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