+286.9%
GME vs ALLY
+98.1%
+188.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +4.7% |
| 7D | +3.7% | +0.9% | +2.7% | +3.2% |
| 30D | +2.2% | +3.1% | -0.9% | +0.7% |
| 3M | +30.6% | -12.6% | +43.2% | +38.1% |
| 6M | -0.2% | -12.4% | +12.2% | +4.7% |
| YTD | +25.1% | -13.2% | +38.3% | +30.6% |
| 1Y | +17.7% | +1.8% | +15.8% | +13.9% |
| 3Y | +85.7% | +58.0% | +27.7% | +42.8% |
| 5Y | -52.9% | -8.4% | -44.5% | -55.0% |
| 10Y | +504.9% | +195.3% | +309.7% | +210.3% |
| All | +286.9% | +98.1% | +188.8% | +124.7% |
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