+205.0%
GLD vs ALLY
+189.4%
+15.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | +4.7% | +0.9% | +3.8% | +4.7% |
| 30D | -0.9% | +3.1% | -4.0% | -0.9% |
| 3M | -4.4% | -12.6% | +8.2% | -4.3% |
| 6M | -13.6% | -12.4% | -1.1% | -13.5% |
| YTD | -6.0% | -13.2% | +7.1% | -5.9% |
| 1Y | +1.8% | +1.8% | -0.1% | +1.8% |
| 3Y | +103.2% | +58.0% | +45.2% | +102.9% |
| 5Y | +119.3% | -8.4% | +127.8% | +118.4% |
| All | +205.0% | +189.4% | +15.6% | +213.1% |
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