+188.6%
GGLL vs ALLY
+38.3%
+150.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.2% |
| 7D | +3.1% | +0.9% | +2.2% | +2.7% |
| 30D | -36.3% | +3.1% | -39.4% | -37.5% |
| 3M | -40.4% | -12.6% | -27.8% | -36.8% |
| 6M | -54.6% | -12.4% | -42.2% | -51.9% |
| YTD | -31.1% | -13.2% | -18.0% | -27.1% |
| 1Y | -19.2% | +1.8% | -21.0% | -20.5% |
| 3Y | +151.5% | +58.0% | +93.6% | +99.3% |
| All | +188.6% | +38.3% | +150.3% | +149.8% |
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