+271.0%
CG vs ALLY
+172.1%
+98.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.9% |
| 7D | -1.5% | -2.1% | +0.6% | -0.3% |
| 30D | +5.7% | +2.0% | +3.7% | +4.7% |
| 3M | -17.9% | -13.3% | -4.5% | -11.0% |
| 6M | -20.2% | -9.9% | -10.3% | -15.5% |
| YTD | -32.0% | -13.5% | -18.5% | -26.4% |
| 1Y | -27.0% | -2.8% | -24.2% | -25.9% |
| 3Y | +42.8% | +63.4% | -20.7% | +9.2% |
| 5Y | -23.4% | -10.9% | -12.6% | -22.9% |
| All | +271.0% | +172.1% | +98.9% | +111.7% |
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