+678.2%
GOOG vs ALLY
+182.4%
+495.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.5% |
| 7D | +1.2% | -2.8% | +3.9% | +2.0% |
| 30D | -16.7% | +1.9% | -18.6% | -17.3% |
| 3M | -15.2% | -12.1% | -3.1% | -12.2% |
| 6M | -24.8% | -9.0% | -15.8% | -23.0% |
| YTD | -7.2% | -12.9% | +5.7% | -4.1% |
| 1Y | -0.1% | -0.1% | 0.0% | -1.0% |
| 3Y | +118.8% | +64.6% | +54.3% | +81.0% |
| 5Y | +99.9% | -10.1% | +110.0% | +91.2% |
| 10Y | +678.2% | +176.7% | +501.5% | +483.1% |
| All | +678.2% | +182.4% | +495.8% | +483.1% |
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