-52.0%
GTLB vs ALLY
-2.7%
-49.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | +11.1% | +3.7% | +7.4% | +8.7% |
| 30D | +37.8% | -2.3% | +40.1% | +39.8% |
| 3M | +61.6% | +3.8% | +57.7% | +57.2% |
| 6M | +98.9% | +9.7% | +89.2% | +84.4% |
| YTD | +32.8% | -1.4% | +34.2% | +31.8% |
| 1Y | +14.7% | +8.2% | +6.4% | +6.1% |
| 3Y | +1.3% | +66.5% | -65.1% | -35.9% |
| All | -52.0% | -2.7% | -49.3% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling