-21.1%
GGLL vs ALLY
-1.5%
-19.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.6% |
| 7D | +5.1% | -0.7% | +5.8% | +5.6% |
| 30D | -35.5% | +1.1% | -36.6% | -36.4% |
| 3M | -39.2% | -13.2% | -26.0% | -34.1% |
| 6M | -54.4% | -13.5% | -40.9% | -50.4% |
| YTD | -29.8% | -14.3% | -15.6% | -25.9% |
| All | -21.1% | -1.5% | -19.6% | -23.8% |
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 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