+1,136.7%
GLW vs ALLY
+124.8%
+1,011.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +3.8% | +3.7% | +0.1% | +2.3% |
| 30D | -1.3% | -2.3% | +0.9% | -0.6% |
| 3M | -21.8% | +3.8% | -25.6% | -23.0% |
| 6M | +6.9% | +9.7% | -2.8% | +2.7% |
| YTD | +77.2% | -1.4% | +78.6% | +76.7% |
| 1Y | +123.2% | +8.2% | +115.0% | +114.0% |
| 3Y | +400.0% | +66.5% | +333.5% | +291.1% |
| 5Y | +342.8% | +1.2% | +341.6% | +303.8% |
| 10Y | +771.4% | +191.4% | +580.0% | +382.9% |
| All | +1,136.7% | +124.8% | +1,011.9% | +621.6% |
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