+216.3%
GPN vs ALLY
+98.6%
+117.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.1% |
| 7D | +4.3% | -2.8% | +7.1% | +5.5% |
| 30D | +22.1% | +1.9% | +20.3% | +20.6% |
| 3M | +17.1% | -12.1% | +29.2% | +23.7% |
| 6M | +46.7% | -9.0% | +55.7% | +52.5% |
| YTD | +30.8% | -12.9% | +43.7% | +38.3% |
| 1Y | +31.5% | -0.1% | +31.6% | +30.5% |
| 3Y | -5.1% | +64.6% | -69.7% | -26.7% |
| 5Y | -18.1% | -10.1% | -8.0% | -20.7% |
| 10Y | +53.1% | +176.7% | -123.5% | -17.7% |
| All | +216.3% | +98.6% | +117.7% | +81.7% |
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