+14.4%
GIS vs ALLY
+99.9%
-85.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.9% |
| 3M | -3.7% | -11.1% | +7.4% | -3.1% |
| 6M | +4.3% | -11.5% | +15.8% | +4.8% |
| YTD | -19.8% | -12.3% | -7.5% | -19.4% |
| 1Y | -20.5% | +1.1% | -21.6% | -20.6% |
| 3Y | -38.3% | +64.8% | -103.1% | -40.4% |
| 5Y | -32.2% | -6.9% | -25.3% | -32.8% |
| 10Y | -18.0% | +194.9% | -212.9% | -27.3% |
| All | +14.4% | +99.9% | -85.6% | +5.8% |
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 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