+342.1%
GLW vs ALLY
+1.6%
+340.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +3.8% | +3.7% | +0.1% | +2.5% |
| 30D | -1.3% | -2.3% | +0.9% | -0.7% |
| 3M | -21.8% | +3.8% | -25.6% | -22.9% |
| 6M | +6.9% | +9.7% | -2.8% | +3.2% |
| YTD | +77.2% | -1.4% | +78.6% | +76.7% |
| 1Y | +123.2% | +8.2% | +115.0% | +115.3% |
| 3Y | +400.0% | +66.5% | +333.5% | +306.5% |
| All | +342.1% | +1.6% | +340.5% | +319.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling