+233.0%
GM vs ALLY
+190.4%
+42.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | -1.1% | -3.3% | +2.2% | +0.8% |
| 30D | -3.4% | -4.1% | +0.6% | -1.2% |
| 3M | +8.7% | +1.4% | +7.3% | +7.5% |
| 6M | +15.4% | +14.4% | +1.1% | +6.7% |
| YTD | +6.6% | -4.9% | +11.5% | +8.9% |
| 1Y | +51.5% | +5.5% | +45.9% | +45.3% |
| 3Y | +169.3% | +66.0% | +103.3% | +91.3% |
| 5Y | +81.6% | -2.4% | +83.9% | +67.9% |
| All | +233.0% | +190.4% | +42.6% | +60.8% |
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