+39.6%
ALNY vs GD
+95.9%
-56.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | +5.7% | -3.5% | +9.2% | +6.8% |
| 30D | +18.7% | -9.0% | +27.7% | +22.2% |
| 3M | -11.0% | +5.1% | -16.0% | -12.7% |
| 6M | -18.9% | -1.0% | -17.9% | -18.9% |
| YTD | -34.6% | +7.3% | -41.9% | -36.5% |
| 1Y | -42.8% | +12.4% | -55.3% | -45.6% |
| 3Y | +29.1% | +73.7% | -44.6% | +4.0% |
| 5Y | +39.6% | +93.8% | -54.1% | +19.1% |
| All | +39.6% | +95.9% | -56.3% | +19.1% |
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