+46.4%
GH vs ALLY
-10.0%
+56.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.5% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | -6.9% | +5.2% | -12.2% | -9.9% |
| 3M | -4.9% | -13.3% | +8.4% | +2.7% |
| 6M | +54.1% | -6.7% | +60.7% | +59.1% |
| YTD | +48.5% | -12.8% | +61.4% | +59.0% |
| 1Y | +61.2% | +0.7% | +60.5% | +57.9% |
| 3Y | +570.3% | +65.2% | +505.1% | +355.6% |
| All | +46.4% | -10.0% | +56.4% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling