+8.2%
ALLY vs FGI
+81.8%
-73.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | +0.2% |
| 7D | +3.7% | +0.5% | +3.1% | +3.7% |
| 30D | -2.3% | +65.4% | -67.7% | -4.1% |
| 3M | +3.8% | +23.5% | -19.7% | +2.3% |
| 6M | +9.7% | +60.5% | -50.8% | +6.2% |
| YTD | -1.4% | +30.0% | -31.4% | -4.2% |
| 1Y | +8.2% | +82.1% | -73.8% | +4.2% |
| All | +8.2% | +81.8% | -73.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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