-20.5%
GIS vs ALLY
+5.4%
-25.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.4% |
| 3M | +15.7% | +0.5% | +15.2% | +16.1% |
| 6M | -12.0% | +12.6% | -24.6% | -11.2% |
| YTD | -15.0% | -4.7% | -10.3% | -14.5% |
| All | -20.5% | +5.4% | -25.9% | -19.8% |
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