+103.4%
GLD vs ALLY
-10.9%
+114.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | -5.5% | -2.1% | -3.3% | -5.4% |
| 30D | -7.0% | +2.0% | -9.0% | -7.1% |
| 3M | -12.4% | -13.3% | +1.0% | -12.1% |
| 6M | -18.0% | -9.9% | -8.2% | -17.8% |
| YTD | -10.5% | -13.5% | +3.1% | -10.2% |
| 1Y | -8.1% | -2.8% | -5.2% | -7.9% |
| 3Y | +97.7% | +63.4% | +34.3% | +96.3% |
| 5Y | +103.4% | -10.9% | +114.3% | +95.4% |
| All | +103.4% | -10.9% | +114.4% | +95.4% |
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