+194.0%
GGLL vs ALLY
+36.5%
+157.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.4% |
| 7D | +5.1% | -0.7% | +5.8% | +5.5% |
| 30D | -35.5% | +1.1% | -36.6% | -36.1% |
| 3M | -39.2% | -13.2% | -26.0% | -35.4% |
| 6M | -54.4% | -13.5% | -40.9% | -51.4% |
| YTD | -29.8% | -14.3% | -15.6% | -25.3% |
| 1Y | -20.4% | -1.1% | -19.3% | -20.6% |
| 3Y | +149.7% | +62.0% | +87.7% | +95.7% |
| All | +194.0% | +36.5% | +157.5% | +156.0% |
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 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