+356.1%
GLW vs ALLY
+61.3%
+294.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.3% | +8.9% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -26.0% | +3.4% | -29.4% | -26.9% |
| 3M | -29.9% | -11.1% | -18.8% | -27.3% |
| 6M | -37.8% | -11.5% | -26.3% | -35.5% |
| YTD | +33.1% | -12.3% | +45.5% | +37.7% |
| 1Y | +36.8% | +1.1% | +35.7% | +35.0% |
| 3Y | +356.1% | +64.8% | +291.3% | +294.2% |
| All | +356.1% | +61.3% | +294.8% | +294.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling