+231.4%
ALNY vs GD
+180.8%
+50.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.7% |
| 7D | -5.2% | -1.9% | -3.3% | -4.6% |
| 30D | -34.8% | +10.9% | -45.7% | -37.7% |
| 3M | -30.1% | -6.8% | -23.4% | -28.8% |
| 6M | -48.6% | +7.0% | -55.6% | -50.4% |
| YTD | -61.9% | +11.1% | -73.0% | -63.9% |
| 1Y | -65.7% | +7.0% | -72.7% | -67.1% |
| 3Y | -6.3% | +59.9% | -66.3% | -24.2% |
| 5Y | -14.0% | +102.5% | -116.4% | -37.5% |
| 10Y | +231.4% | +174.0% | +57.4% | +86.2% |
| All | +231.4% | +180.8% | +50.5% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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