-23.4%
CG vs ALLY
-10.9%
-12.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.8% |
| 7D | -1.5% | -2.1% | +0.6% | -0.1% |
| 30D | +5.7% | +2.0% | +3.7% | +4.5% |
| 3M | -17.9% | -13.3% | -4.5% | -10.0% |
| 6M | -20.2% | -9.9% | -10.3% | -14.9% |
| YTD | -32.0% | -13.5% | -18.5% | -25.6% |
| 1Y | -27.0% | -2.8% | -24.2% | -25.9% |
| 3Y | +42.8% | +63.4% | -20.7% | +3.9% |
| 5Y | -23.4% | -10.9% | -12.6% | -20.2% |
| All | -23.4% | -10.9% | -12.5% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling