+40.6%
GLW vs ALLY
+4.2%
+36.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.8% | -9.6% | -7.0% |
| 7D | -9.5% | +2.4% | -11.9% | -10.2% |
| 30D | -25.5% | +5.6% | -31.0% | -26.9% |
| 3M | -25.6% | -11.7% | -13.9% | -22.1% |
| 6M | -25.5% | -7.0% | -18.5% | -23.8% |
| YTD | +36.4% | -10.4% | +46.8% | +41.4% |
| 1Y | +40.6% | +2.4% | +38.2% | +33.1% |
| All | +40.6% | +4.2% | +36.4% | +33.1% |
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 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