+39.4%
GM vs ALLY
+4.2%
+35.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.8% | +0.8% | +2.5% |
| 7D | +12.1% | +2.4% | +9.7% | +10.5% |
| 30D | +15.2% | +5.6% | +9.6% | +11.5% |
| 3M | +4.9% | -11.7% | +16.6% | +12.5% |
| 6M | +22.6% | -7.0% | +29.7% | +27.1% |
| YTD | +14.4% | -10.4% | +24.9% | +20.1% |
| 1Y | +39.4% | +2.4% | +37.0% | +35.4% |
| All | +39.4% | +4.2% | +35.2% | +35.4% |
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