+837.6%
GLW vs ALLY
+178.4%
+659.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.3% | +10.9% | +8.9% |
| 7D | +14.0% | +1.0% | +13.0% | +13.4% |
| 30D | +0.4% | -3.3% | +3.7% | +1.5% |
| 3M | -11.3% | +0.5% | -11.8% | -11.7% |
| 6M | +35.1% | +12.6% | +22.5% | +28.0% |
| YTD | +90.5% | -4.7% | +95.2% | +92.3% |
| 1Y | +132.0% | +5.2% | +126.8% | +124.4% |
| 3Y | +463.3% | +66.5% | +396.8% | +337.7% |
| 5Y | +382.5% | +0.2% | +382.3% | +341.0% |
| 10Y | +837.6% | +180.8% | +656.9% | +450.2% |
| All | +837.6% | +178.4% | +659.3% | +450.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling