+104.2%
GSK vs ALLY
+172.1%
-67.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +0.5% | -2.1% | +2.6% | +0.7% |
| 30D | +9.4% | +2.0% | +7.4% | +9.2% |
| 3M | +1.6% | -13.3% | +14.9% | +3.2% |
| 6M | +1.3% | -9.9% | +11.2% | +2.3% |
| YTD | +6.0% | -13.5% | +19.5% | +7.4% |
| 1Y | +9.1% | -2.8% | +11.9% | +9.1% |
| 3Y | +65.4% | +63.4% | +2.0% | +52.4% |
| 5Y | +43.0% | -10.9% | +53.9% | +40.3% |
| All | +104.2% | +172.1% | -67.9% | +71.2% |
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