+161.6%
GILD vs ALLY
+116.8%
+44.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -4.2% | -3.3% | -1.0% | -3.8% |
| 30D | +6.7% | -4.1% | +10.7% | +7.3% |
| 3M | +20.0% | +1.4% | +18.6% | +19.7% |
| 6M | -1.3% | +14.4% | -15.7% | -3.4% |
| YTD | +19.4% | -4.9% | +24.4% | +19.8% |
| 1Y | +28.9% | +5.5% | +23.4% | +27.2% |
| 3Y | +110.3% | +66.0% | +44.2% | +90.9% |
| 5Y | +144.8% | -2.4% | +147.2% | +134.9% |
| 10Y | +164.4% | +188.3% | -23.9% | +97.8% |
| All | +161.6% | +116.8% | +44.7% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling