-54.5%
GTLB vs ALLY
-14.7%
-39.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | -3.5% | -2.1% | -1.4% | -2.2% |
| 30D | -9.0% | +2.0% | -11.0% | -10.3% |
| 3M | +15.9% | -13.3% | +29.2% | +26.3% |
| 6M | +104.9% | -9.9% | +114.7% | +116.4% |
| YTD | +26.0% | -13.5% | +39.5% | +35.2% |
| 1Y | +1.8% | -2.8% | +4.6% | +1.1% |
| 3Y | +6.0% | +63.4% | -57.4% | -32.9% |
| 5Y | -62.2% | -10.9% | -51.3% | -62.3% |
| All | -54.5% | -14.7% | -39.8% | -54.6% |
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