+195.1%
GME vs ALLY
+124.8%
+70.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +7.2% | +3.7% | +3.5% | +5.5% |
| 30D | +0.8% | -2.3% | +3.0% | +1.7% |
| 3M | -14.0% | +3.8% | -17.8% | -15.8% |
| 6M | -19.7% | +9.7% | -29.4% | -23.9% |
| YTD | -4.6% | -1.4% | -3.2% | -5.5% |
| 1Y | -14.3% | +8.2% | -22.6% | -19.3% |
| 3Y | +4.0% | +66.5% | -62.5% | -21.8% |
| 5Y | -62.2% | +1.2% | -63.4% | -65.4% |
| 10Y | +241.4% | +191.4% | +49.9% | +74.5% |
| All | +195.1% | +124.8% | +70.3% | +62.6% |
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 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