+25.2%
GPN vs ALLY
+178.1%
-152.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.2% |
| 7D | -6.2% | -1.9% | -4.3% | -5.4% |
| 30D | +1.0% | -4.5% | +5.5% | +3.2% |
| 3M | +36.9% | -2.8% | +39.7% | +38.7% |
| 6M | +16.8% | +10.3% | +6.5% | +11.3% |
| YTD | +13.2% | -5.7% | +18.9% | +15.9% |
| 1Y | +1.4% | +3.9% | -2.5% | -0.9% |
| 3Y | -28.6% | +64.7% | -93.4% | -45.4% |
| 5Y | -47.0% | -2.6% | -44.4% | -50.5% |
| 10Y | +25.2% | +186.0% | -160.8% | -27.9% |
| All | +25.2% | +178.1% | -152.9% | -27.9% |
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