+622.2%
GOOGL vs ALLY
+201.0%
+421.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +0.9% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | -18.1% | +3.4% | -21.5% | -19.0% |
| 3M | -18.6% | -11.1% | -7.6% | -16.0% |
| 6M | -28.0% | -11.5% | -16.5% | -25.7% |
| YTD | -7.8% | -12.3% | +4.6% | -4.9% |
| 1Y | +3.6% | +1.1% | +2.5% | +2.4% |
| 3Y | +123.4% | +64.8% | +58.5% | +85.0% |
| 5Y | +95.3% | -6.9% | +102.2% | +85.1% |
| 10Y | +622.2% | +194.9% | +427.2% | +473.9% |
| All | +622.2% | +201.0% | +421.2% | +473.9% |
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