+210.5%
GLD vs ALLY
+101.5%
+109.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +0.8% |
| 7D | +1.9% | -1.1% | +3.0% | +1.9% |
| 30D | -1.8% | +4.2% | -5.9% | -1.8% |
| 3M | -3.6% | -12.4% | +8.8% | -3.6% |
| 6M | -10.2% | -8.7% | -1.6% | -10.2% |
| YTD | -5.3% | -11.6% | +6.4% | -5.3% |
| 1Y | +2.5% | +0.2% | +2.3% | +2.5% |
| 3Y | +103.2% | +57.1% | +46.1% | +104.1% |
| 5Y | +121.1% | -6.8% | +127.9% | +120.5% |
| 10Y | +201.9% | +200.4% | +1.5% | +212.7% |
| All | +210.5% | +101.5% | +109.0% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling