-18.1%
GPN vs ALLY
-8.7%
-9.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.1% |
| 7D | +4.3% | -2.8% | +7.1% | +5.6% |
| 30D | +22.1% | +1.9% | +20.3% | +20.5% |
| 3M | +17.1% | -12.1% | +29.2% | +24.0% |
| 6M | +46.7% | -9.0% | +55.7% | +52.7% |
| YTD | +30.8% | -12.9% | +43.7% | +38.5% |
| 1Y | +31.5% | -0.1% | +31.6% | +30.4% |
| 3Y | -5.1% | +64.6% | -69.7% | -27.1% |
| 5Y | -18.1% | -10.1% | -8.0% | -18.0% |
| All | -18.1% | -8.7% | -9.4% | -18.0% |
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