+184.7%
GGLL vs ALLY
+40.7%
+143.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.1% | -3.9% |
| 7D | -1.3% | -1.1% | -0.2% | -0.7% |
| 30D | -36.3% | +4.2% | -40.4% | -37.7% |
| 3M | -42.7% | -12.4% | -30.3% | -39.3% |
| 6M | -53.1% | -8.7% | -44.4% | -51.2% |
| YTD | -32.1% | -11.6% | -20.4% | -28.7% |
| 1Y | -20.1% | +0.2% | -20.2% | -20.8% |
| 3Y | +151.7% | +57.1% | +94.6% | +99.9% |
| All | +184.7% | +40.7% | +143.9% | +144.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling