-54.6%
GTLB vs ALLY
-5.9%
-48.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -3.4% |
| 7D | +4.6% | +1.0% | +3.5% | +4.0% |
| 30D | +21.0% | -3.3% | +24.3% | +23.7% |
| 3M | +51.7% | +0.5% | +51.2% | +50.7% |
| 6M | +89.3% | +12.6% | +76.7% | +72.7% |
| YTD | +25.6% | -4.7% | +30.3% | +27.3% |
| 1Y | -1.5% | +5.2% | -6.8% | -7.3% |
| 3Y | -9.9% | +66.5% | -76.4% | -43.2% |
| All | -54.6% | -5.9% | -48.7% | -57.3% |
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 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