+443.9%
GH vs ALLY
+54.4%
+389.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.8% |
| 7D | -15.6% | +0.9% | -16.5% | -16.1% |
| 30D | -10.4% | +3.1% | -13.5% | -12.0% |
| 3M | -4.3% | -12.6% | +8.3% | +2.0% |
| 6M | +63.5% | -12.4% | +76.0% | +73.7% |
| YTD | +47.7% | -13.2% | +60.9% | +57.1% |
| 1Y | +56.7% | +1.8% | +54.9% | +53.5% |
| 3Y | +443.9% | +58.0% | +385.9% | +264.0% |
| All | +443.9% | +54.4% | +389.5% | +264.0% |
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