+320.1%
CG vs ALLY
+201.0%
+119.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.6% | +6.1% |
| 7D | +3.0% | -0.2% | +3.3% | +3.3% |
| 30D | +10.1% | +3.4% | +6.7% | +8.2% |
| 3M | -10.8% | -11.1% | +0.2% | -4.8% |
| 6M | -15.2% | -11.5% | -3.7% | -9.4% |
| YTD | -26.9% | -12.3% | -14.6% | -21.5% |
| 1Y | -17.0% | +1.1% | -18.2% | -17.5% |
| 3Y | +54.6% | +64.8% | -10.2% | +17.8% |
| 5Y | -16.7% | -6.9% | -9.9% | -17.9% |
| 10Y | +320.1% | +194.9% | +125.2% | +122.2% |
| All | +320.1% | +201.0% | +119.1% | +122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling