-63.3%
GTLB vs ALLY
-9.5%
-53.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.8% |
| 7D | -11.1% | +0.9% | -12.0% | -11.7% |
| 30D | -7.5% | +3.1% | -10.6% | -9.3% |
| 3M | +34.8% | -12.6% | +47.3% | +46.3% |
| 6M | +98.0% | -12.4% | +110.4% | +113.0% |
| YTD | +28.1% | -13.2% | +41.3% | +37.3% |
| 1Y | +5.6% | +1.8% | +3.7% | +1.6% |
| 3Y | +15.9% | +58.0% | -42.0% | -25.5% |
| All | -63.3% | -9.5% | -53.8% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling