+212.2%
GLD vs ALLY
+201.0%
+11.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.9% |
| 7D | +4.9% | -0.2% | +5.2% | +4.9% |
| 30D | -1.3% | +3.4% | -4.8% | -1.3% |
| 3M | -4.8% | -11.1% | +6.3% | -4.7% |
| 6M | -12.5% | -11.5% | -1.0% | -12.4% |
| YTD | -4.2% | -12.3% | +8.1% | -4.1% |
| 1Y | +3.0% | +1.1% | +1.9% | +3.1% |
| 3Y | +109.1% | +64.8% | +44.3% | +108.9% |
| 5Y | +121.6% | -6.9% | +128.4% | +120.6% |
| 10Y | +212.2% | +194.9% | +17.3% | +225.9% |
| All | +212.2% | +201.0% | +11.2% | +225.9% |
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