-63.9%
ALNY vs GFI
+5.1%
-69.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.7% | -3.0% |
| 7D | -10.0% | +7.7% | -17.7% | -10.6% |
| 30D | -30.0% | +4.6% | -34.6% | -30.3% |
| 3M | -31.5% | +3.8% | -35.3% | -31.7% |
| 6M | -48.0% | -7.3% | -40.6% | -47.6% |
| YTD | -60.6% | -8.8% | -51.8% | -60.2% |
| 1Y | -63.9% | +4.3% | -68.3% | -63.7% |
| All | -63.9% | +5.1% | -69.0% | -63.7% |
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