-38.3%
GIS vs ALLY
+61.3%
-99.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +10.1% | +3.4% | +6.6% | +10.0% |
| 3M | -3.7% | -11.1% | +7.4% | -3.5% |
| 6M | +4.3% | -11.5% | +15.8% | +4.5% |
| YTD | -19.8% | -12.3% | -7.5% | -19.6% |
| 1Y | -20.5% | +1.1% | -21.6% | -20.4% |
| 3Y | -38.3% | +64.8% | -103.1% | -37.6% |
| All | -38.3% | +61.3% | -99.6% | -37.6% |
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