-12.0%
GGLL vs ALLY
-0.9%
-11.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.9% |
| 7D | +11.5% | -2.1% | +13.7% | +12.8% |
| 30D | -31.2% | +2.0% | -33.2% | -32.5% |
| 3M | -28.7% | -13.3% | -15.3% | -22.4% |
| 6M | -47.2% | -9.9% | -37.3% | -43.9% |
| YTD | -24.3% | -13.5% | -10.7% | -19.9% |
| 1Y | -12.0% | -2.8% | -9.2% | -12.9% |
| All | -12.0% | -0.9% | -11.1% | -12.9% |
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