+164.0%
CG vs ALLY
+124.8%
+39.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | -4.3% | +3.7% | -8.0% | -6.2% |
| 30D | -5.1% | -2.3% | -2.8% | -3.9% |
| 3M | +8.7% | +3.8% | +4.8% | +6.4% |
| 6M | -9.2% | +9.7% | -18.9% | -13.9% |
| YTD | -18.9% | -1.4% | -17.4% | -18.4% |
| 1Y | -25.6% | +8.2% | -33.9% | -29.0% |
| 3Y | +57.3% | +66.5% | -9.2% | +18.8% |
| 5Y | +10.2% | +1.2% | +9.0% | +3.1% |
| 10Y | +364.2% | +191.4% | +172.8% | +138.4% |
| All | +164.0% | +124.8% | +39.1% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling