+185.7%
GS vs ALLY
+1.6%
+184.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +0.9% | +3.7% | -2.7% | -0.6% |
| 30D | -1.6% | -2.3% | +0.7% | -0.6% |
| 3M | -4.5% | +3.8% | -8.3% | -6.1% |
| 6M | +20.9% | +9.7% | +11.2% | +15.8% |
| YTD | +19.9% | -1.4% | +21.3% | +20.2% |
| 1Y | +41.4% | +8.2% | +33.2% | +35.8% |
| 3Y | +239.2% | +66.5% | +172.7% | +172.6% |
| All | +185.7% | +1.6% | +184.1% | +168.0% |
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