+493.3%
GME vs ALLY
+201.0%
+292.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.4% |
| 7D | +5.8% | -0.2% | +6.0% | +5.9% |
| 30D | -3.7% | +3.4% | -7.1% | -5.2% |
| 3M | +33.6% | -11.1% | +44.6% | +40.3% |
| 6M | +5.4% | -11.5% | +16.9% | +10.2% |
| YTD | +27.4% | -12.3% | +39.8% | +32.6% |
| 1Y | +19.0% | +1.1% | +17.9% | +15.5% |
| 3Y | +101.5% | +64.8% | +36.7% | +50.7% |
| 5Y | -50.5% | -6.9% | -43.6% | -53.2% |
| 10Y | +493.3% | +194.9% | +298.4% | +177.6% |
| All | +493.3% | +201.0% | +292.3% | +177.6% |
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 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