+208.4%
GLD vs ALLY
+182.8%
+25.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -2.7% |
| 7D | +2.8% | -0.7% | +3.5% | +2.8% |
| 30D | -4.0% | +1.1% | -5.1% | -4.0% |
| 3M | -8.2% | -13.2% | +4.9% | -8.1% |
| 6M | -14.8% | -13.5% | -1.4% | -14.8% |
| YTD | -6.8% | -14.3% | +7.5% | -6.7% |
| 1Y | -2.4% | -1.1% | -1.2% | -2.3% |
| 3Y | +105.8% | +62.0% | +43.8% | +105.5% |
| 5Y | +113.3% | -9.6% | +123.0% | +112.4% |
| 10Y | +208.4% | +176.0% | +32.5% | +215.8% |
| All | +208.4% | +182.8% | +25.6% | +215.8% |
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 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