+142.5%
GLD vs ALLY
+1.6%
+140.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.8% |
| 7D | -0.5% | +3.7% | -4.2% | -0.6% |
| 30D | +4.4% | -2.3% | +6.7% | +4.4% |
| 3M | -1.1% | +3.8% | -4.9% | -1.2% |
| 6M | -13.8% | +9.7% | -23.5% | -13.9% |
| YTD | +2.6% | -1.4% | +4.1% | +2.6% |
| 1Y | +24.5% | +8.2% | +16.3% | +24.4% |
| 3Y | +125.8% | +66.5% | +59.4% | +124.0% |
| All | +142.5% | +1.6% | +140.9% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling