+772.7%
GOOG vs ALLY
+178.1%
+594.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | -1.6% | -1.9% | +0.4% | -1.0% |
| 30D | -7.7% | -4.5% | -3.2% | -6.5% |
| 3M | -9.3% | -2.8% | -6.5% | -8.6% |
| 6M | +7.4% | +10.3% | -2.9% | +4.2% |
| YTD | +4.9% | -5.7% | +10.5% | +6.0% |
| 1Y | +37.2% | +3.9% | +33.3% | +34.4% |
| 3Y | +141.6% | +64.7% | +76.9% | +99.9% |
| 5Y | +128.8% | -2.6% | +131.3% | +113.5% |
| 10Y | +772.7% | +186.0% | +586.8% | +547.8% |
| All | +772.7% | +178.1% | +594.7% | +547.8% |
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