+521.8%
GLW vs ALLY
+182.8%
+338.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.4% |
| 7D | -11.1% | -0.7% | -10.4% | -10.9% |
| 30D | -28.4% | +1.1% | -29.6% | -28.9% |
| 3M | -28.8% | -13.2% | -15.6% | -25.1% |
| 6M | -39.8% | -13.5% | -26.3% | -36.8% |
| YTD | +28.7% | -14.3% | +43.0% | +35.1% |
| 1Y | +27.7% | -1.1% | +28.9% | +26.8% |
| 3Y | +331.3% | +62.0% | +269.3% | +238.2% |
| 5Y | +233.4% | -9.6% | +243.1% | +217.6% |
| 10Y | +521.8% | +176.0% | +345.8% | +268.9% |
| All | +521.8% | +182.8% | +338.9% | +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