+212.5%
GM vs ALLY
+172.1%
+40.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | -3.4% | -2.1% | -1.3% | -2.2% |
| 30D | +2.7% | +2.0% | +0.7% | +1.5% |
| 3M | -0.4% | -13.3% | +12.9% | +7.7% |
| 6M | +13.3% | -9.9% | +23.2% | +19.5% |
| YTD | +6.8% | -13.5% | +20.3% | +14.9% |
| 1Y | +21.1% | -2.8% | +23.9% | +21.9% |
| 3Y | +231.0% | +63.4% | +167.6% | +136.9% |
| 5Y | +41.9% | -10.9% | +52.8% | +38.5% |
| All | +212.5% | +172.1% | +40.4% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling