-12.2%
GGLL vs ALLY
+4.2%
-16.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.8% | +2.7% | +4.5% |
| 7D | -23.1% | +2.4% | -25.5% | -24.4% |
| 30D | -32.9% | +5.6% | -38.5% | -35.3% |
| 3M | -44.9% | -11.7% | -33.2% | -40.8% |
| 6M | -49.5% | -7.0% | -42.5% | -47.3% |
| YTD | -28.9% | -10.4% | -18.5% | -26.9% |
| 1Y | -12.2% | +2.4% | -14.6% | -16.4% |
| All | -12.2% | +4.2% | -16.4% | -16.4% |
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