+524.6%
GFI vs ALLY
-1.1%
+525.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.2% |
| 7D | +4.7% | -1.9% | +6.6% | +4.9% |
| 30D | +14.4% | -4.5% | +18.9% | +15.0% |
| 3M | +32.5% | -2.8% | +35.4% | +32.9% |
| 6M | -7.2% | +10.3% | -17.5% | -7.9% |
| YTD | +10.9% | -5.7% | +16.6% | +11.3% |
| 1Y | +35.5% | +3.9% | +31.5% | +34.8% |
| 3Y | +312.1% | +64.7% | +247.4% | +285.6% |
| 5Y | +524.6% | -2.6% | +527.2% | +459.3% |
| All | +524.6% | -1.1% | +525.7% | +459.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling