+35.4%
GLW vs ALLY
-0.9%
+36.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +15.5% | -2.1% | +17.7% | +16.5% |
| 30D | -19.6% | +2.0% | -21.5% | -20.1% |
| 3M | -28.5% | -13.3% | -15.2% | -24.6% |
| 6M | -39.5% | -9.9% | -29.7% | -37.2% |
| YTD | +37.2% | -13.5% | +50.7% | +45.1% |
| 1Y | +35.4% | -2.8% | +38.2% | +29.6% |
| All | +35.4% | -0.9% | +36.4% | +29.6% |
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