+215.4%
GM vs ALLY
+98.8%
+116.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | +3.6% | +5.2% | -1.7% | +0.7% |
| 3M | -0.2% | -13.3% | +13.1% | +7.5% |
| 6M | +13.9% | -6.7% | +20.6% | +17.7% |
| YTD | +6.5% | -12.8% | +19.3% | +13.7% |
| 1Y | +20.7% | +0.7% | +20.0% | +19.3% |
| 3Y | +229.5% | +65.2% | +164.3% | +139.0% |
| 5Y | +41.5% | -10.1% | +51.7% | +37.5% |
| 10Y | +204.8% | +177.0% | +27.8% | +57.0% |
| All | +215.4% | +98.8% | +116.6% | +73.9% |
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