-19.9%
GGLL vs ALLY
+0.5%
-20.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +2.0% |
| 7D | +6.3% | -0.2% | +6.6% | +6.5% |
| 30D | -35.1% | +3.4% | -38.5% | -36.8% |
| 3M | -37.7% | -11.1% | -26.6% | -33.4% |
| 6M | -54.1% | -11.5% | -42.6% | -50.7% |
| YTD | -29.4% | -12.3% | -17.1% | -26.3% |
| All | -19.9% | +0.5% | -20.5% | -24.7% |
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