-44.8%
GPN vs ALLY
-0.2%
-44.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -1.8% |
| 7D | -0.7% | +1.0% | -1.7% | -1.2% |
| 30D | +3.8% | -3.3% | +7.1% | +5.5% |
| 3M | +39.2% | +0.5% | +38.7% | +38.7% |
| 6M | +17.9% | +12.6% | +5.3% | +11.1% |
| YTD | +16.4% | -4.7% | +21.0% | +18.5% |
| 1Y | +3.6% | +5.2% | -1.6% | +0.6% |
| 3Y | -26.7% | +66.5% | -93.2% | -44.1% |
| 5Y | -44.8% | +0.2% | -45.0% | -48.1% |
| All | -44.8% | -0.2% | -44.5% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling