+124.6%
CG vs ALLY
+101.5%
+23.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -5.8% |
| 7D | -1.5% | -1.1% | -0.4% | -0.9% |
| 30D | +2.8% | +4.2% | -1.4% | +0.7% |
| 3M | -19.2% | -12.4% | -6.8% | -13.2% |
| 6M | -21.0% | -8.7% | -12.3% | -17.0% |
| YTD | -31.0% | -11.6% | -19.3% | -26.3% |
| 1Y | -21.1% | +0.2% | -21.2% | -21.2% |
| 3Y | +48.8% | +57.1% | -8.3% | +16.6% |
| 5Y | -21.5% | -6.8% | -14.7% | -22.6% |
| 10Y | +298.1% | +200.4% | +97.8% | +103.6% |
| All | +124.6% | +101.5% | +23.1% | +26.1% |
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