-62.0%
ALNY vs GFS
+15.5%
-77.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.7% | +0.6% |
| 7D | -30.7% | -12.5% | -18.2% | -30.9% |
| 30D | -26.7% | -16.9% | -9.8% | -27.1% |
| 3M | -26.4% | -22.3% | -4.2% | -27.0% |
| 6M | -45.9% | -40.2% | -5.7% | -46.3% |
| YTD | -59.5% | +16.0% | -75.5% | -62.9% |
| 1Y | -62.0% | +17.7% | -79.6% | -65.3% |
| All | -62.0% | +15.5% | -77.4% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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