+123.1%
CG vs ALLY
+98.1%
+25.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.3% |
| 7D | -1.2% | +0.9% | -2.1% | -1.6% |
| 30D | +5.0% | +3.1% | +1.9% | +3.4% |
| 3M | -18.2% | -12.6% | -5.6% | -11.9% |
| 6M | -20.7% | -12.4% | -8.3% | -14.8% |
| YTD | -31.4% | -13.2% | -18.3% | -26.1% |
| 1Y | -22.3% | +1.8% | -24.1% | -23.0% |
| 3Y | +50.2% | +58.0% | -7.8% | +17.4% |
| 5Y | -22.1% | -8.4% | -13.6% | -22.4% |
| 10Y | +295.5% | +195.3% | +100.3% | +104.2% |
| All | +123.1% | +98.1% | +25.0% | +26.5% |
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