+5.6%
GTLB vs ALLY
+65.3%
-59.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.6% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -10.2% | +5.2% | -15.5% | -12.2% |
| 3M | +10.1% | -13.3% | +23.4% | +16.9% |
| 6M | +116.5% | -6.7% | +123.1% | +121.7% |
| YTD | +27.2% | -12.8% | +40.0% | +33.4% |
| 1Y | +8.6% | +0.7% | +7.9% | +6.6% |
| 3Y | +5.6% | +65.2% | -59.6% | -24.0% |
| All | +5.6% | +65.3% | -59.8% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling