+287.6%
CG vs ALLY
+174.0%
+113.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.3% |
| 7D | -3.8% | -2.8% | -1.0% | -2.3% |
| 30D | +7.5% | +1.9% | +5.6% | +6.5% |
| 3M | -14.4% | -12.1% | -2.2% | -8.0% |
| 6M | -15.7% | -9.0% | -6.7% | -11.2% |
| YTD | -29.0% | -12.9% | -16.0% | -23.4% |
| 1Y | -22.1% | -0.1% | -22.0% | -22.1% |
| 3Y | +49.1% | +64.6% | -15.4% | +13.6% |
| 5Y | -18.4% | -10.1% | -8.3% | -18.2% |
| All | +287.6% | +174.0% | +113.6% | +120.2% |
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