+399.9%
GH vs ALLY
+97.6%
+302.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +1.1% |
| 7D | -2.1% | +1.0% | -3.1% | -2.6% |
| 30D | -4.5% | -3.3% | -1.2% | -3.3% |
| 3M | +28.9% | +0.5% | +28.4% | +28.2% |
| 6M | +76.5% | +12.6% | +63.9% | +67.5% |
| YTD | +57.6% | -4.7% | +62.3% | +60.2% |
| 1Y | +167.5% | +5.2% | +162.3% | +158.7% |
| 3Y | +377.4% | +66.5% | +310.9% | +276.5% |
| 5Y | +23.8% | +0.2% | +23.6% | +13.8% |
| All | +399.9% | +97.6% | +302.3% | +225.5% |
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