-18.6%
GME vs ALLY
+5.0%
-23.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | +0.4% | +1.0% | -0.6% | +0.3% |
| 30D | -1.4% | -3.3% | +1.9% | -1.1% |
| 3M | -15.1% | +0.5% | -15.6% | -15.3% |
| 6M | -22.5% | +12.6% | -35.1% | -23.8% |
| YTD | -5.9% | -4.7% | -1.2% | -6.0% |
| 1Y | -18.6% | +5.2% | -23.9% | -21.6% |
| All | -18.6% | +5.0% | -23.7% | -21.6% |
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 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