-15.2%
ALNY vs GD
+93.7%
-108.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | -5.5% | -5.0% | -0.5% | -4.3% |
| 30D | -30.5% | +8.9% | -39.4% | -32.6% |
| 3M | -27.8% | -8.0% | -19.8% | -26.4% |
| 6M | -48.5% | +2.9% | -51.4% | -49.5% |
| YTD | -60.8% | +7.1% | -67.9% | -62.1% |
| 1Y | -64.6% | +5.9% | -70.5% | -65.7% |
| 3Y | -6.7% | +53.9% | -60.6% | -21.6% |
| All | -15.2% | +93.7% | -108.9% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling