-41.3%
ALNY vs GFI
+45.3%
-86.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +12.2% | +3.1% | +9.1% | +12.0% |
| 30D | +16.3% | +27.1% | -10.8% | +14.8% |
| 3M | -12.4% | +21.2% | -33.5% | -13.1% |
| 6M | -18.7% | -4.5% | -14.2% | -18.3% |
| YTD | -33.1% | +11.7% | -44.8% | -33.4% |
| 1Y | -41.3% | +46.0% | -87.4% | -41.5% |
| All | -41.3% | +45.3% | -86.6% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling