+75.2%
GSK vs ALLY
+124.8%
-49.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -1.8% | +3.7% | -5.5% | -2.3% |
| 30D | -2.2% | -2.3% | +0.1% | -1.9% |
| 3M | -1.8% | +3.8% | -5.6% | -2.4% |
| 6M | -10.6% | +9.7% | -20.3% | -11.8% |
| YTD | +4.4% | -1.4% | +5.8% | +4.3% |
| 1Y | +30.4% | +8.2% | +22.2% | +28.5% |
| 3Y | +60.1% | +66.5% | -6.4% | +46.0% |
| 5Y | +46.8% | +1.2% | +45.6% | +41.1% |
| 10Y | +79.2% | +191.4% | -112.2% | +34.9% |
| All | +75.2% | +124.8% | -49.6% | +34.0% |
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 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