-12.6%
GPN vs ALLY
+65.3%
-78.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.8% |
| 7D | -5.6% | +0.4% | -6.0% | -5.8% |
| 30D | +13.6% | +5.2% | +8.4% | +10.3% |
| 3M | -2.8% | -13.3% | +10.5% | +4.0% |
| 6M | +38.1% | -6.7% | +44.7% | +42.3% |
| YTD | +19.9% | -12.8% | +32.8% | +27.1% |
| 1Y | +23.4% | +0.7% | +22.7% | +21.9% |
| 3Y | -12.6% | +65.2% | -77.9% | -28.1% |
| All | -12.6% | +65.3% | -78.0% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling