-18.5%
GIS vs ALLY
+178.4%
-196.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.4% |
| 7D | -8.3% | +1.0% | -9.3% | -8.3% |
| 30D | +2.2% | -3.3% | +5.5% | +2.3% |
| 3M | +15.7% | +0.5% | +15.2% | +15.7% |
| 6M | -12.0% | +12.6% | -24.6% | -12.4% |
| YTD | -15.0% | -4.7% | -10.3% | -14.9% |
| 1Y | -20.1% | +5.2% | -25.4% | -20.4% |
| 3Y | -34.6% | +66.5% | -101.1% | -36.4% |
| 5Y | -22.8% | +0.2% | -23.1% | -23.7% |
| 10Y | -18.5% | +180.8% | -199.3% | -19.3% |
| All | -18.5% | +178.4% | -196.9% | -19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling