+23.2%
GIS vs ALLY
+124.8%
-101.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -7.8% | +3.7% | -11.5% | -8.0% |
| 30D | +6.6% | -2.3% | +8.8% | +6.7% |
| 3M | +21.0% | +3.8% | +17.1% | +20.7% |
| 6M | -9.1% | +9.7% | -18.8% | -9.5% |
| YTD | -13.6% | -1.4% | -12.2% | -13.6% |
| 1Y | -18.0% | +8.2% | -26.3% | -18.5% |
| 3Y | -33.7% | +66.5% | -100.1% | -35.9% |
| 5Y | -19.4% | +1.2% | -20.6% | -20.5% |
| 10Y | -21.3% | +191.4% | -212.7% | -29.5% |
| All | +23.2% | +124.8% | -101.6% | +13.4% |
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