+729.0%
GLW vs ALLY
+101.5%
+627.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.3% | -11.6% | -12.4% |
| 7D | -19.7% | -1.1% | -18.6% | -19.4% |
| 30D | -38.8% | +4.2% | -43.0% | -39.9% |
| 3M | -33.9% | -12.4% | -21.5% | -30.7% |
| 6M | -36.0% | -8.7% | -27.3% | -34.2% |
| YTD | +18.7% | -11.6% | +30.4% | +23.0% |
| 1Y | +19.8% | +0.2% | +19.6% | +18.3% |
| 3Y | +294.3% | +57.1% | +237.2% | +215.1% |
| 5Y | +205.7% | -6.8% | +212.6% | +187.3% |
| 10Y | +493.8% | +200.4% | +293.4% | +226.5% |
| All | +729.0% | +101.5% | +627.5% | +402.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling