-3.8%
GTLB vs ALLY
+4.3%
-8.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.4% |
| 7D | -6.6% | -1.9% | -4.6% | -6.0% |
| 30D | +13.7% | -4.5% | +18.2% | +15.3% |
| 3M | +52.9% | -2.8% | +55.7% | +54.0% |
| 6M | +88.5% | +10.3% | +78.2% | +79.6% |
| YTD | +23.4% | -5.7% | +29.1% | +23.6% |
| 1Y | -3.8% | +3.9% | -7.8% | -2.1% |
| All | -3.8% | +4.3% | -8.1% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling