+1,651.7%
GFI vs ALLY
+124.8%
+1,526.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +3.1% | +3.7% | -0.5% | +2.9% |
| 30D | +27.1% | -2.3% | +29.4% | +27.3% |
| 3M | +21.2% | +3.8% | +17.3% | +20.8% |
| 6M | -4.5% | +9.7% | -14.2% | -5.1% |
| YTD | +11.7% | -1.4% | +13.1% | +11.7% |
| 1Y | +46.0% | +8.2% | +37.8% | +45.1% |
| 3Y | +309.6% | +66.5% | +243.1% | +293.0% |
| 5Y | +506.0% | +1.2% | +504.8% | +486.5% |
| 10Y | +1,009.2% | +191.4% | +817.8% | +844.0% |
| All | +1,651.7% | +124.8% | +1,526.8% | +1,363.8% |
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 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