-18.9%
CG vs ALLY
-1.7%
-17.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +0.3% |
| 7D | +2.0% | -0.7% | +2.6% | +2.6% |
| 30D | +8.5% | +1.1% | +7.4% | +7.8% |
| 3M | -12.1% | -13.2% | +1.0% | -2.6% |
| 6M | -16.4% | -13.5% | -3.0% | -7.6% |
| YTD | -28.0% | -14.3% | -13.7% | -19.4% |
| 1Y | -18.9% | -1.1% | -17.7% | -17.9% |
| All | -18.9% | -1.7% | -17.2% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling