+123.2%
GLW vs ALLY
+9.5%
+113.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +3.8% | +3.7% | +0.1% | +2.4% |
| 30D | -1.3% | -2.3% | +0.9% | -0.6% |
| 3M | -21.8% | +3.8% | -25.6% | -22.7% |
| 6M | +6.9% | +9.7% | -2.8% | +3.1% |
| YTD | +77.2% | -1.4% | +78.6% | +75.7% |
| 1Y | +123.2% | +8.2% | +115.0% | +114.8% |
| All | +123.2% | +9.5% | +113.7% | +114.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling