+178.3%
GPN vs ALLY
+97.2%
+81.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.7% | -11.3% | -11.7% |
| 7D | -7.1% | -2.1% | -5.0% | -6.3% |
| 30D | +7.7% | +2.0% | +5.7% | +6.4% |
| 3M | -0.1% | -13.3% | +13.2% | +6.3% |
| 6M | +29.4% | -9.9% | +39.3% | +35.1% |
| YTD | +15.1% | -13.5% | +28.6% | +22.1% |
| 1Y | +15.4% | -2.8% | +18.3% | +16.1% |
| 3Y | -16.5% | +63.4% | -80.0% | -35.3% |
| 5Y | -29.6% | -10.9% | -18.7% | -31.5% |
| 10Y | +34.7% | +174.7% | -140.0% | -27.3% |
| All | +178.3% | +97.2% | +81.1% | +60.5% |
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