+357.1%
GH vs ALLY
+63.1%
+294.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.1% | +3.7% | -3.7% | -2.0% |
| 30D | -1.1% | -2.3% | +1.2% | -0.1% |
| 3M | +21.3% | +3.8% | +17.5% | +18.4% |
| 6M | +73.5% | +9.7% | +63.8% | +64.6% |
| YTD | +58.0% | -1.4% | +59.4% | +58.1% |
| 1Y | +163.1% | +8.2% | +154.8% | +148.8% |
| All | +357.1% | +63.1% | +294.0% | +207.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling