+1,025.1%
GFI vs ALLY
+190.4%
+834.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -2.9% |
| 7D | -5.1% | -3.3% | -1.9% | -4.9% |
| 30D | +13.4% | -4.1% | +17.5% | +13.8% |
| 3M | +36.2% | +1.4% | +34.8% | +36.1% |
| 6M | -9.8% | +14.4% | -24.2% | -10.6% |
| YTD | +7.7% | -4.9% | +12.6% | +8.0% |
| 1Y | +27.2% | +5.5% | +21.6% | +26.5% |
| 3Y | +300.3% | +66.0% | +234.2% | +282.3% |
| 5Y | +539.8% | -2.4% | +542.1% | +518.6% |
| All | +1,025.1% | +190.4% | +834.7% | +944.5% |
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 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