+76.8%
GSK vs ALLY
+98.1%
-21.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | +1.7% | +0.9% | +0.7% | +1.5% |
| 30D | +7.0% | +3.1% | +4.0% | +6.6% |
| 3M | -2.7% | -12.6% | +9.9% | -1.1% |
| 6M | +1.4% | -12.4% | +13.9% | +2.9% |
| YTD | +5.3% | -13.2% | +18.5% | +6.9% |
| 1Y | +10.6% | +1.8% | +8.8% | +10.0% |
| 3Y | +62.6% | +58.0% | +4.6% | +49.3% |
| 5Y | +41.7% | -8.4% | +50.1% | +37.9% |
| 10Y | +104.7% | +195.3% | -90.5% | +51.8% |
| All | +76.8% | +98.1% | -21.3% | +37.3% |
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