+380.7%
GH vs ALLY
+80.6%
+300.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | -8.2% | -2.8% | -5.4% | -7.0% |
| 30D | -4.9% | +1.9% | -6.8% | -5.8% |
| 3M | -6.2% | -12.1% | +5.9% | -1.4% |
| 6M | +60.0% | -9.0% | +69.0% | +65.8% |
| YTD | +51.5% | -12.9% | +64.5% | +59.6% |
| 1Y | +58.4% | -0.1% | +58.5% | +57.3% |
| 3Y | +617.2% | +64.6% | +552.7% | +468.2% |
| 5Y | +47.0% | -10.1% | +57.1% | +41.4% |
| All | +380.7% | +80.6% | +300.1% | +224.3% |
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 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