-21.3%
GFS vs ALLY
-2.4%
-19.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.3% | -8.5% | -9.2% |
| 7D | -20.7% | -1.1% | -19.6% | -20.3% |
| 30D | -25.2% | +4.2% | -29.4% | -26.9% |
| 3M | -26.3% | -12.4% | -13.9% | -21.4% |
| 6M | -50.7% | -8.7% | -42.0% | -48.8% |
| YTD | +4.5% | -11.6% | +16.2% | +9.9% |
| 1Y | +2.5% | +0.2% | +2.3% | +0.7% |
| 3Y | -30.9% | +57.1% | -88.0% | -47.3% |
| 5Y | -42.6% | -6.8% | -35.8% | -38.7% |
| All | -21.3% | -2.4% | -19.0% | -17.0% |
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