Derivative Instruments and Hedging Activities (Fair Value Amounts of Derivative Instruments Reported on our Condensed Consolidated Balance Sheet) (Details) - USD ($) $ in Millions	Jun. 30, 2021	Dec. 31, 2020
Derivatives, Fair Value [Line Items]
Fair value of derivative contracts in receivable position	$ 16	$ 17
Fair value of derivative contracts in payable position	47	33
Derivative, notional amount	19,992	13,688
Credit derivative, maximum exposure, undiscounted	84	56
Designated as hedging instrument
Derivatives, Fair Value [Line Items]
Fair value of derivative contracts in receivable position	3	1
Fair value of derivative contracts in payable position	0	0
Derivative, notional amount	18,790	12,549
Not designated as hedging instrument
Derivatives, Fair Value [Line Items]
Fair value of derivative contracts in receivable position	13	16
Fair value of derivative contracts in payable position	47	33
Derivative, notional amount	1,202	1,139
Interest rate contracts \| Not designated as hedging instrument
Derivatives, Fair Value [Line Items]
Fair value of derivative contracts in receivable position	9	16
Fair value of derivative contracts in payable position	0	0
Derivative, notional amount	1,038	978
Interest rate swaps \| Designated as hedging instrument
Derivatives, Fair Value [Line Items]
Fair value of derivative contracts in receivable position	0	0
Fair value of derivative contracts in payable position	0	0
Derivative, notional amount	18,620	12,385
Interest rate futures and forwards \| Not designated as hedging instrument
Derivatives, Fair Value [Line Items]
Fair value of derivative contracts in receivable position	2	1
Fair value of derivative contracts in payable position	0	0
Derivative, notional amount	314	391
Interest rate written options \| Not designated as hedging instrument
Derivatives, Fair Value [Line Items]
Fair value of derivative contracts in receivable position	7	15
Fair value of derivative contracts in payable position	0	0
Derivative, notional amount	592	587
Interest rate purchased options \| Not designated as hedging instrument
Derivatives, Fair Value [Line Items]
Fair value of derivative contracts in receivable position	0	0
Fair value of derivative contracts in payable position	0	0
Derivative, notional amount	132	0
Foreign exchange contracts \| Not designated as hedging instrument
Derivatives, Fair Value [Line Items]
Fair value of derivative contracts in receivable position	1	0
Fair value of derivative contracts in payable position	0	1
Derivative, notional amount	162	159
Foreign exchange forwards \| Designated as hedging instrument
Derivatives, Fair Value [Line Items]
Fair value of derivative contracts in receivable position	3	1
Fair value of derivative contracts in payable position	0	0
Derivative, notional amount	170	164
Foreign exchange futures and forwards \| Not designated as hedging instrument
Derivatives, Fair Value [Line Items]
Fair value of derivative contracts in receivable position	1	0
Fair value of derivative contracts in payable position	0	1
Derivative, notional amount	162	159
Other credit derivatives \| Not designated as hedging instrument
Derivatives, Fair Value [Line Items]
Fair value of derivative contracts in receivable position	0	0
Fair value of derivative contracts in payable position	46	28
Equity contracts \| Not designated as hedging instrument
Derivatives, Fair Value [Line Items]
Fair value of derivative contracts in receivable position	3	0
Fair value of derivative contracts in payable position	1	4
Derivative, notional amount	2	2
Equity contract written options \| Not designated as hedging instrument
Derivatives, Fair Value [Line Items]
Fair value of derivative contracts in receivable position	0	0
Fair value of derivative contracts in payable position	1	4
Derivative, notional amount	1	2
Purchased Options \| Not designated as hedging instrument
Derivatives, Fair Value [Line Items]
Fair value of derivative contracts in receivable position	3	0
Fair value of derivative contracts in payable position	0	0
Derivative, notional amount	$ 1	$ 0

Maximum potential amount of future undiscounted payments that could be required under the credit derivative, before reduction for potential recoveries under recourse or collateralization provisions.

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4K
-Subparagraph (b)(1)
-URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5708775-113959

+ Details

Name:	us-gaap_CreditDerivativeMaximumExposureUndiscounted
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

- Definition

Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and elected not to be offset.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 50
-Paragraph 3
-Subparagraph (a)
-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

+ Details

Name:	us-gaap_DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and elected not to be offset.

+ References

+ Details

Name:	us-gaap_DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

- Definition

Nominal or face amount used to calculate payment on derivative.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5580258-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5579245-113959

+ Details

Name:	us-gaap_DerivativeNotionalAmount
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant

- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativesFairValueLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Details

Name:	us-gaap_HedgingDesignationAxis=us-gaap_DesignatedAsHedgingInstrumentMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_HedgingDesignationAxis=us-gaap_NondesignatedMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateContractMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=ally_InterestRateFuturesAndForwardsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=ally_InterestRatePutOptionMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=ally_InterestRateCallOptionMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_ForeignExchangeContractMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_ForeignExchangeForwardMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=ally_ForeignExchangeFuturesAndForwardsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_OtherCreditDerivativesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_EquityContractMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=ally_EquityContractPutOptionMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=ally_PurchasedOptionsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type: