+488.8%
GS vs ALLY
+194.4%
+294.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.0% | -5.7% |
| 7D | -6.3% | -1.1% | -5.2% | -5.8% |
| 30D | -3.1% | +4.2% | -7.3% | -5.1% |
| 3M | -17.7% | -12.4% | -5.2% | -12.1% |
| 6M | -4.6% | -8.7% | +4.1% | -0.4% |
| YTD | +0.3% | -11.6% | +12.0% | +6.2% |
| 1Y | +11.7% | +0.2% | +11.6% | +11.1% |
| 3Y | +183.6% | +57.1% | +126.5% | +121.2% |
| 5Y | +141.0% | -6.8% | +147.8% | +130.4% |
| All | +488.8% | +194.4% | +294.5% | +173.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling