+1,233.3%
GFI vs ALLY
+174.3%
+1,059.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -8.7% | +0.4% | -9.1% | -8.7% |
| 30D | +0.6% | +5.2% | -4.6% | +0.2% |
| 3M | -7.5% | -13.3% | +5.8% | -6.3% |
| 6M | -18.3% | -6.7% | -11.7% | -17.8% |
| YTD | -13.8% | -12.8% | -1.0% | -12.9% |
| 1Y | -8.8% | +0.7% | -9.5% | -8.8% |
| 3Y | +215.8% | +65.2% | +150.6% | +202.5% |
| 5Y | +301.2% | -10.1% | +311.3% | +291.0% |
| All | +1,233.3% | +174.3% | +1,059.0% | +1,117.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling