+105.9%
GILD vs ALLY
+64.1%
+41.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -4.8% | -3.8% | -1.0% | -4.4% |
| 30D | +5.8% | -4.9% | +10.7% | +6.3% |
| 3M | +14.9% | -2.6% | +17.5% | +15.2% |
| 6M | -0.4% | +15.7% | -16.1% | -1.9% |
| YTD | +18.5% | -5.2% | +23.7% | +18.9% |
| 1Y | +25.1% | +2.8% | +22.3% | +24.2% |
| 3Y | +105.9% | +63.4% | +42.5% | +84.2% |
| All | +105.9% | +64.1% | +41.8% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling