+21.8%
GLW vs ALLY
-1.7%
+23.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.2% |
| 7D | -13.9% | +0.9% | -14.9% | -14.2% |
| 30D | -35.0% | +3.1% | -38.1% | -35.8% |
| 3M | -32.4% | -12.6% | -19.8% | -29.0% |
| 6M | -41.3% | -12.4% | -28.9% | -38.5% |
| YTD | +21.8% | -13.2% | +35.0% | +28.1% |
| 1Y | +21.8% | +1.8% | +20.0% | +11.7% |
| All | +21.8% | -1.7% | +23.6% | +11.7% |
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