+191.2%
GPN vs ALLY
+124.8%
+66.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +0.8% | +3.7% | -2.9% | -0.9% |
| 30D | +5.8% | -2.3% | +8.0% | +6.9% |
| 3M | +37.0% | +3.8% | +33.2% | +34.5% |
| 6M | +20.1% | +9.7% | +10.4% | +14.9% |
| YTD | +20.4% | -1.4% | +21.8% | +20.7% |
| 1Y | +7.4% | +8.2% | -0.8% | +3.1% |
| 3Y | -26.1% | +66.5% | -92.6% | -43.3% |
| 5Y | -38.5% | +1.2% | -39.7% | -43.5% |
| 10Y | +28.4% | +191.4% | -163.0% | -32.8% |
| All | +191.2% | +124.8% | +66.3% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling