+526.0%
GLW vs ALLY
+174.3%
+351.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.6% |
| 7D | +7.7% | +0.4% | +7.4% | +7.7% |
| 30D | -18.8% | +5.2% | -24.1% | -20.6% |
| 3M | -27.7% | -13.3% | -14.4% | -23.9% |
| 6M | -44.4% | -6.7% | -37.8% | -43.2% |
| YTD | +31.3% | -12.8% | +44.1% | +36.9% |
| 1Y | +40.0% | +0.7% | +39.4% | +38.0% |
| 3Y | +339.2% | +65.2% | +274.0% | +241.8% |
| 5Y | +229.2% | -10.1% | +239.3% | +214.6% |
| All | +526.0% | +174.3% | +351.7% | +268.9% |
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 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