+112.9%
GME vs ALLY
+65.3%
+47.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +2.9% | +0.4% | +2.5% | +2.7% |
| 30D | -4.8% | +5.2% | -10.0% | -6.8% |
| 3M | +39.2% | -13.3% | +52.5% | +47.1% |
| 6M | +17.1% | -6.7% | +23.7% | +19.0% |
| YTD | +28.7% | -12.8% | +41.6% | +34.2% |
| 1Y | +23.3% | +0.7% | +22.6% | +19.3% |
| 3Y | +112.9% | +65.2% | +47.7% | +28.0% |
| All | +112.9% | +65.3% | +47.6% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling